S&P GSCI Biofuel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:14.40% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3819 | 13.88 | |
| 0.0456 | 31.81 | |
| 0.9896 | 1,131.02 | |
| 9.8803 | 3.80 |
Estimation Period:
Jan 16, 1995 to Oct 10, 2025
Jan 16, 1995 to Oct 10, 2025
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