S&P GSCI Biofuel Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:2.07% (-10.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.8972 | 8,972,080.00 | |
| 0.3537 | 3,536,710.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 16, 1995 to Jan 2, 2026
Jan 16, 1995 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Biofuel Spot Index Analyses
Other MF2-GARCH Analyses on Commodities