S&P GSCI Biofuel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:14.57% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3691 | 14.05 | |
| 0.0451 | 32.04 | |
| 0.9898 | 1,165.80 | |
| 9.9707 | 3.76 |
Estimation Period:
Jan 16, 1995 to Mar 13, 2026
Jan 16, 1995 to Mar 13, 2026
Other GAS-GARCH Student T Analyses on Commodities