S&P GSCI Cotton Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:15.38% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4130 | 6.22 | |
| 0.0396 | 29.66 | |
| 0.9939 | 914.39 | |
| 6.9068 | 5.98 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
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