S&P GSCI Biofuel Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:3.05% (-8.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.8940 | 8,939,920.00 | |
| 0.3594 | 3,593,660.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 16, 1995 to Oct 17, 2025
Jan 16, 1995 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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