S&P GSCI Cotton Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:11.83% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4289 | 6.03 | |
| 0.0396 | 30.65 | |
| 0.9943 | 938.02 | |
| 6.8690 | 6.19 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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