S&P GSCI Cotton Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:13.78% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 17.97 | |
| 0.0427 | 38.33 | |
| 0.9510 | 763.28 |
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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