S&P GSCI Cotton Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
17.08%
increased by 0.20%
1 Week
17.19%
increased by 0.31%
1 Month
17.62%
increased by 0.74%
Analysis last updated: Monday, April 6, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4148 | 6.21 | |
| 0.0396 | 29.35 | |
| 0.9938 | 895.34 | |
| 6.8729 | 5.95 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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