S&P GSCI Biofuel Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.65% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 21.89 | |
| 0.0625 | 23.76 | |
| 0.9198 | 549.81 | |
| -0.0007 | -0.14 |
Estimation Period:
Jan 16, 1995 to Feb 6, 2026
Jan 16, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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