S&P GSCI Biofuel Spot Index AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
15.15%
decreased by 0.68%
1 Week
15.55%
decreased by 0.28%
1 Month
16.68%
increased by 0.85%
Analysis last updated: Monday, June 15, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0692 | 41.40 | |
| 0.1062 | 64.86 | |
| 0.8458 | 677.18 | |
| -0.0343 | -2.38 |
Estimation Period:
Jan 16, 1995 to Jun 12, 2026
Jan 16, 1995 to Jun 12, 2026
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