S&P GSCI Cotton Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.18% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 17.13 | |
| 0.0445 | 40.42 | |
| 0.9490 | 775.30 | |
| -0.1341 | -5.55 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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