S&P GSCI Biofuel Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 11th, 2025:2.41% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.8947 | 15.45 | |
| 0.3575 | 12.36 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 16, 1995 to Dec 5, 2025
Jan 16, 1995 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Biofuel Spot Index Analyses
Other MF2-GARCH Analyses on Commodities