S&P GSCI Cotton Index GARCH Volatility Analysis
Volatility prediction for Tuesday, March 24th, 2026
1 Day
17.97%
decreased by 0.33%
1 Week
18.08%
increased by 0.11%
1 Month
18.49%
increased by 0.52%
Analysis last updated: Monday, March 23, 2026 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 18.29 | |
| 0.0429 | 38.30 | |
| 0.9506 | 754.42 |
Estimation Period:
Jan 2, 1990 to Mar 20, 2026
Jan 2, 1990 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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