S&P GSCI Biofuel Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:7.88% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.7606 | 30.96 | |
| 0.2319 | 94.62 | |
| 0.2209 | 37.71 |
Estimation Period:
Jan 16, 1995 to Jan 16, 2026
Jan 16, 1995 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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