S&P GSCI Biofuel Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
16.34%
decreased by 0.34%
1 Week
16.43%
decreased by 0.25%
1 Month
16.76%
increased by 0.08%
Analysis last updated: Friday, April 24, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 22.12 | |
| 0.0628 | 23.85 | |
| 0.9199 | 550.81 | |
| -0.0016 | -0.34 |
Estimation Period:
Jan 16, 1995 to Apr 24, 2026
Jan 16, 1995 to Apr 24, 2026
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