ICE US Cotton No. 2 GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
31.19%
decreased by 0.18%
1 Week
31.20%
decreased by 0.17%
1 Month
31.23%
decreased by 0.14%
Analysis last updated: Saturday, June 6, 2026 at 04:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0392 | 16.37 | |
| 0.0358 | 20.16 | |
| 0.9406 | 531.41 | |
| 0.0274 | 6.40 |
Estimation Period:
Jan 3, 2000 to Jun 5, 2026
Jan 3, 2000 to Jun 5, 2026
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