S&P GSCI Cotton Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:19.60% (+4.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 17.63 | |
| 0.0445 | 40.41 | |
| 0.9487 | 773.86 | |
| -0.1302 | -5.39 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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