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V-Lab

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

Date Range:

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graph of S&P GSCI Biofuel Spot Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time