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	param	t-stat
$ω$	0.0153	17.84
$α$	0.0446	21.49
$β$	0.9513	765.91
$γ$	-0.0039	-1.14

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S&P GSCI Cotton Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:13.74% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cotton Index Analyses