S&P GSCI Biofuel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
19.55%
decreased by 0.37%
1 Week
19.54%
decreased by 0.38%
1 Month
19.47%
decreased by 0.45%
Analysis last updated: Friday, May 8, 2026 at 11:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3795 | 14.20 | |
| 0.0453 | 31.99 | |
| 0.9896 | 1,161.52 | |
| 10.0026 | 3.74 |
Estimation Period:
Jan 16, 1995 to May 8, 2026
Jan 16, 1995 to May 8, 2026
Other GAS-GARCH Student T Analyses on Commodities