S&P GSCI Cotton Index GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:13.60% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 18.12 | |
| 0.0428 | 37.45 | |
| 0.9496 | 720.50 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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