S&P GSCI Biofuel Spot Index MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 18th, 2026
1 Day
27.30%
decreased by 8.78%
1 Week
29.78%
decreased by 6.30%
1 Month
46.37%
increased by 10.29%
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 | |
|---|---|---|
| 51 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.8925 | 15.55 | |
| 0.3600 | 12.36 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 16, 1995 to May 15, 2026
Jan 16, 1995 to May 15, 2026
Other S&P GSCI Biofuel Spot Index Analyses
Other MF2-GARCH Analyses on Commodities