S&P GSCI Biofuel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.30% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3710 | 14.09 | |
| 0.0453 | 32.10 | |
| 0.9898 | 1,167.17 | |
| 9.9850 | 3.77 |
Estimation Period:
Jan 16, 1995 to Feb 6, 2026
Jan 16, 1995 to Feb 6, 2026
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