S&P GSCI Biofuel Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
15.74%
decreased by 0.31%
1 Week
15.86%
decreased by 0.19%
1 Month
16.27%
increased by 0.22%
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 | |
|---|---|---|
| 0.0256 | 22.23 | |
| 0.0632 | 23.93 | |
| 0.9198 | 551.42 | |
| -0.0025 | -0.51 |
Estimation Period:
Jan 16, 1995 to Jun 26, 2026
Jan 16, 1995 to Jun 26, 2026
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