S&P GSCI Cotton Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.56% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4166 | 6.22 | |
| 0.0397 | 29.54 | |
| 0.9939 | 898.61 | |
| 6.8880 | 5.96 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
Other GAS-GARCH Student T Analyses on Commodities