S&P GSCI Biofuel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:14.51% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3782 | 14.02 | |
| 0.0454 | 31.86 | |
| 0.9897 | 1,146.77 | |
| 9.9408 | 3.77 |
Estimation Period:
Jan 16, 1995 to Nov 28, 2025
Jan 16, 1995 to Nov 28, 2025
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