S&P GSCI Biofuel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:13.01% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 21.83 | |
| 0.0628 | 23.73 | |
| 0.9193 | 545.28 | |
| -0.0007 | -0.14 |
Estimation Period:
Jan 16, 1995 to Dec 12, 2025
Jan 16, 1995 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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