S&P GSCI Cotton Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
18.45%
decreased by 0.27%
1 Week
18.54%
decreased by 0.18%
1 Month
18.88%
increased by 0.16%
Analysis last updated: Friday, April 10, 2026 at 11:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4163 | 6.22 | |
| 0.0396 | 29.25 | |
| 0.9938 | 892.89 | |
| 6.8720 | 5.93 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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