S&P GSCI Cotton Index GARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
26.58%
increased by 2.14%
1 Week
26.56%
increased by 2.12%
1 Month
26.49%
increased by 2.05%
Analysis last updated: Monday, May 11, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 18.60 | |
| 0.0432 | 38.57 | |
| 0.9502 | 753.50 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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