S&P GSCI Biofuel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:14.30% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 21.86 | |
| 0.0628 | 23.68 | |
| 0.9192 | 544.25 | |
| -0.0006 | -0.13 |
Estimation Period:
Jan 16, 1995 to Nov 21, 2025
Jan 16, 1995 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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