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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 Tuesday, May 12th, 2026

1 Day

5.53%

decreased by 6.86%

1 Week

8.35%

decreased by 4.04%

1 Month

18.50%

increased by 6.11%

Analysis last updated: Monday, May 11, 2026 at 11:02 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