S&P GSCI Cotton Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:13.96% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 17.53 | |
| 0.0446 | 40.35 | |
| 0.9487 | 769.39 | |
| -0.1296 | -5.36 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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