S&P GSCI Biofuel Spot Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 8th, 2026
1 Day
25.31%
increased by 2.06%
1 Week
27.42%
increased by 4.17%
1 Month
40.53%
increased by 17.28%
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 | |
|---|---|---|
| 56 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.9014 | 9,014,340.00 | |
| 0.3540 | 3,540,350.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 16, 1995 to Jun 5, 2026
Jan 16, 1995 to Jun 5, 2026
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