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 Friday, April 3rd, 2026
1 Day
3.08%
decreased by 27.71%
1 Week
4.35%
decreased by 26.44%
1 Month
9.29%
decreased by 21.50%
Analysis last updated: Thursday, April 2, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.1331 | 21.67 | |
| 0.2469 | 19.44 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 16, 1995 to Mar 27, 2026
Jan 16, 1995 to Mar 27, 2026
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