S&P GSCI Cotton Index EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:14.27% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0111 | 23.53 | |
| 0.0970 | 39.10 | |
| 0.9907 | 2,116.79 | |
| 0.0048 | 2.50 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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