ICE US Cotton No. 2 APARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
31.05%
increased by 0.14%
1 Week
31.14%
increased by 0.23%
1 Month
31.47%
increased by 0.56%
Analysis last updated: Saturday, June 6, 2026 at 04:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 16.18 | |
| 0.0545 | 30.68 | |
| 0.9455 | 514.69 | |
| 0.1485 | 7.52 | |
| 1.2013 | 21.62 |
Estimation Period:
Jan 3, 2000 to Jun 5, 2026
Jan 3, 2000 to Jun 5, 2026
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