S&P GSCI Biofuel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
16.31%
decreased by 0.31%
1 Week
16.36%
decreased by 0.26%
1 Month
16.54%
decreased by 0.08%
Analysis last updated: Saturday, June 27, 2026 at 12:24 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3730 | 14.28 | |
| 0.0453 | 31.90 | |
| 0.9895 | 1,154.65 | |
| 10.0374 | 3.71 |
Estimation Period:
Jan 16, 1995 to Jun 26, 2026
Jan 16, 1995 to Jun 26, 2026
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