S&P GSCI Biofuel Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
20.28%
decreased by 0.59%
1 Week
20.24%
decreased by 0.63%
1 Month
20.12%
decreased by 0.75%
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 | |
|---|---|---|
| 1.3817 | 14.25 | |
| 0.0454 | 31.95 | |
| 0.9896 | 1,165.63 | |
| 10.0251 | 3.74 |
Estimation Period:
Jan 16, 1995 to May 22, 2026
Jan 16, 1995 to May 22, 2026
Other GAS-GARCH Student T Analyses on Commodities