S&P GSCI Cotton Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:14.01% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3932 | 6.54 | |
| 0.0394 | 27.99 | |
| 0.9932 | 832.50 | |
| 6.9173 | 5.61 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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