S&P GSCI Cotton Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:11.76% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4183 | 6.14 | |
| 0.0396 | 29.82 | |
| 0.9940 | 898.72 | |
| 6.8696 | 6.02 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
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