S&P GSCI Cotton Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:11.63% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4060 | 6.30 | |
| 0.0396 | 29.00 | |
| 0.9936 | 867.05 | |
| 6.8873 | 5.84 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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