S&P GSCI Cotton Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.62% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 23.39 | |
| 0.0975 | 39.79 | |
| 0.9914 | 2,247.98 | |
| 0.0051 | 2.70 |
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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