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	param	t-stat
$ω$	0.0107	23.83
$α$	0.0975	39.87
$β$	0.9912	2,242.51
$γ$	0.0050	2.61

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S&P GSCI Cotton Index EGARCH Volatility Analysis

Volatility Prediction for Tuesday, March 17th, 2026:17.64% (+2.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cotton Index Analyses