S&P GSCI Cotton Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:12.35% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 17.79 | |
| 0.0427 | 37.96 | |
| 0.9505 | 744.91 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Cotton Index Analyses
Other GARCH Analyses on Commodities