S&P GSCI Biofuel Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.26% (-16.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.8986 | 15.41 | |
| 0.3505 | 19.65 | |
| 0.0000 | 0.00 |
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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