S&P GSCI Biofuel Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
20.03%
increased by 0.76%
1 Week
20.03%
increased by 0.76%
1 Month
20.03%
increased by 0.76%
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 | |
|---|---|---|
| 0.0071 | 18.45 | |
| 0.1272 | 43.64 | |
| 0.9846 | 1,236.95 | |
| 0.0029 | 1.15 |
Estimation Period:
Jan 16, 1995 to Jun 5, 2026
Jan 16, 1995 to Jun 5, 2026
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