S&P GSCI Biofuel Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
18.92%
increased by 0.74%
1 Week
18.91%
increased by 0.73%
1 Month
18.90%
increased by 0.72%
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 | |
|---|---|---|
| 0.0256 | 22.68 | |
| 0.0621 | 44.13 | |
| 0.9197 | 561.13 |
Estimation Period:
Jan 16, 1995 to Jun 5, 2026
Jan 16, 1995 to Jun 5, 2026
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