S&P GSCI Biofuel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:15.76% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 21.88 | |
| 0.0629 | 23.67 | |
| 0.9191 | 542.87 | |
| -0.0007 | -0.14 |
Estimation Period:
Jan 16, 1995 to Oct 31, 2025
Jan 16, 1995 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Biofuel Spot Index Analyses
Other GJR-GARCH Analyses on Commodities