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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.5810	4.62***
α ARCH Response to squared shocks	0.0444	24.74***
β GARCH Volatility persistence	0.9917	529.78***
ν DF Student-t tail thickness	5.3458	6.82***

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ICE US Cotton No. 2 GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Cotton No. 2 Analyses