S&P GSCI Biofuel Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:11.32% (+3.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0006 | 5,920.00 | |
| -0.0012 | -11,630.00 | |
| 0.8979 | 45.99 | |
| 0.3516 | 30.47 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 16, 1995 to Jan 9, 2026
Jan 16, 1995 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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