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V-Lab

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

Date Range:

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graph of S&P GSCI Biofuel Spot Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time