S&P GSCI Cotton Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:12.57% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3949 | 6.48 | |
| 0.0394 | 28.22 | |
| 0.9933 | 841.06 | |
| 6.9106 | 5.66 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
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