S&P GSCI Biofuel Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
21.16%
increased by 0.19%
1 Week
21.12%
increased by 0.15%
1 Month
20.99%
increased by 0.02%
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 | |
|---|---|---|
| 0.0071 | 18.51 | |
| 0.1273 | 43.63 | |
| 0.9846 | 1,236.97 | |
| 0.0030 | 1.17 |
Estimation Period:
Jan 16, 1995 to May 15, 2026
Jan 16, 1995 to May 15, 2026
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