S&P GSCI Biofuel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:14.96% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 21.89 | |
| 0.0629 | 23.67 | |
| 0.9191 | 543.22 | |
| -0.0007 | -0.14 |
Estimation Period:
Jan 16, 1995 to Nov 7, 2025
Jan 16, 1995 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Biofuel Spot Index Analyses
Other GJR-GARCH Analyses on Commodities