S&P GSCI Biofuel Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
17.64%
decreased by 0.55%
1 Week
17.68%
decreased by 0.51%
1 Month
17.83%
decreased by 0.36%
Analysis last updated: Thursday, April 2, 2026 at 11:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 22.12 | |
| 0.0629 | 23.82 | |
| 0.9197 | 549.39 | |
| -0.0015 | -0.31 |
Estimation Period:
Jan 16, 1995 to Mar 27, 2026
Jan 16, 1995 to Mar 27, 2026
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