S&P GSCI Biofuel Spot Index EGARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
20.60%
decreased by 0.77%
1 Week
20.59%
decreased by 0.78%
1 Month
20.52%
decreased by 0.85%
Analysis last updated: Friday, May 22, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 18.50 | |
| 0.1273 | 43.66 | |
| 0.9846 | 1,236.97 | |
| 0.0029 | 1.16 |
Estimation Period:
Jan 16, 1995 to May 22, 2026
Jan 16, 1995 to May 22, 2026
Other S&P GSCI Biofuel Spot Index Analyses
Other EGARCH Analyses on Commodities