S&P GSCI Biofuel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:13.29% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3720 | 14.12 | |
| 0.0454 | 32.12 | |
| 0.9898 | 1,167.16 | |
| 9.9944 | 3.77 |
Estimation Period:
Jan 16, 1995 to Jan 23, 2026
Jan 16, 1995 to Jan 23, 2026
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