S&P GSCI Biofuel Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
20.68%
decreased by 0.73%
1 Week
20.54%
decreased by 0.87%
1 Month
20.13%
decreased by 1.28%
Analysis last updated: Friday, May 15, 2026 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0691 | 41.34 | |
| 0.1063 | 64.90 | |
| 0.8460 | 678.39 | |
| -0.0326 | -2.26 |
Estimation Period:
Jan 16, 1995 to May 15, 2026
Jan 16, 1995 to May 15, 2026
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