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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 Thursday, June 25th, 2026

1 Day

3.43%

decreased by 2.95%

1 Week

6.54%

increased by 0.16%

1 Month

16.22%

increased by 9.84%

Analysis last updated: Wednesday, June 24, 2026 at 11:03 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