S&P GSCI Biofuel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:13.64% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 21.86 | |
| 0.0626 | 23.76 | |
| 0.9197 | 548.76 | |
| -0.0008 | -0.17 |
Estimation Period:
Jan 16, 1995 to Jan 23, 2026
Jan 16, 1995 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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