S&P GSCI Biofuel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
19.61%
increased by 0.72%
1 Week
19.59%
increased by 0.70%
1 Month
19.52%
increased by 0.63%
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 | |
|---|---|---|
| 1.3801 | 14.28 | |
| 0.0453 | 31.94 | |
| 0.9896 | 1,167.00 | |
| 10.0444 | 3.73 |
Estimation Period:
Jan 16, 1995 to Jun 5, 2026
Jan 16, 1995 to Jun 5, 2026
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