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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.8889 | 15.44 | |
| 0.3607 | 12.39 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 16, 1995 to Jun 12, 2026
Jan 16, 1995 to Jun 12, 2026
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