S&P GSCI Biofuel Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
18.54%
increased by 0.91%
1 Week
18.59%
increased by 0.96%
1 Month
18.74%
increased by 1.11%
Analysis last updated: Friday, June 5, 2026 at 11:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0693 | 41.41 | |
| 0.1063 | 64.92 | |
| 0.8458 | 677.69 | |
| -0.0318 | -2.21 |
Estimation Period:
Jan 16, 1995 to Jun 5, 2026
Jan 16, 1995 to Jun 5, 2026
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