S&P GSCI Biofuel Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:7.80% (-3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0008 | 8,410.00 | |
| -0.0017 | -16,620.00 | |
| 0.8917 | 13.89 | |
| 0.3591 | 16.90 | |
| 0.0024 | 0.04 |
Estimation Period:
Jan 16, 1995 to Oct 10, 2025
Jan 16, 1995 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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