S&P GSCI Cotton Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:14.23% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3953 | 6.61 | |
| 0.0395 | 27.48 | |
| 0.9929 | 798.79 | |
| 6.9036 | 5.51 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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