S&P GSCI Cotton Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:11.58% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 17.46 | |
| 0.0428 | 38.34 | |
| 0.9511 | 762.10 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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