S&P GSCI Biofuel Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
20.34%
decreased by 0.03%
1 Week
20.29%
decreased by 0.08%
1 Month
20.11%
decreased by 0.26%
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 | |
|---|---|---|
| 0.0256 | 22.67 | |
| 0.0621 | 44.11 | |
| 0.9197 | 561.11 |
Estimation Period:
Jan 16, 1995 to May 15, 2026
Jan 16, 1995 to May 15, 2026
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