S&P GSCI Biofuel Spot Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 12th, 2026
1 Day
5.53%
decreased by 6.86%
1 Week
8.35%
decreased by 4.04%
1 Month
18.50%
increased by 6.11%
Analysis last updated: Monday, May 11, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.8910 | 15.42 | |
| 0.3605 | 12.36 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 16, 1995 to May 8, 2026
Jan 16, 1995 to May 8, 2026
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