S&P GSCI Biofuel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:13.36% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 21.83 | |
| 0.0628 | 23.75 | |
| 0.9195 | 546.66 | |
| -0.0008 | -0.15 |
Estimation Period:
Jan 16, 1995 to Jan 2, 2026
Jan 16, 1995 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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