S&P GSCI Cotton Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.54% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4210 | 6.09 | |
| 0.0395 | 30.30 | |
| 0.9942 | 928.26 | |
| 6.8830 | 6.10 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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