S&P GSCI Biofuel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:14.30% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 21.86 | |
| 0.0630 | 23.67 | |
| 0.9189 | 541.16 | |
| -0.0005 | -0.10 |
Estimation Period:
Jan 16, 1995 to Oct 10, 2025
Jan 16, 1995 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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