S&P GSCI Biofuel Spot Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
20.31%
decreased by 0.05%
1 Week
20.26%
decreased by 0.10%
1 Month
20.08%
decreased by 0.28%
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 | |
|---|---|---|
| 0.0255 | 22.18 | |
| 0.0631 | 23.93 | |
| 0.9199 | 552.15 | |
| -0.0022 | -0.45 |
Estimation Period:
Jan 16, 1995 to May 15, 2026
Jan 16, 1995 to May 15, 2026
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