S&P GSCI Cotton Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.06% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 23.66 | |
| 0.0980 | 39.68 | |
| 0.9910 | 2,197.41 | |
| 0.0050 | 2.60 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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