S&P GSCI Biofuel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:15.32% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 21.97 | |
| 0.0622 | 23.74 | |
| 0.9201 | 551.93 | |
| -0.0006 | -0.13 |
Estimation Period:
Jan 16, 1995 to Mar 13, 2026
Jan 16, 1995 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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