ICE US Cotton No. 2 GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
30.22%
decreased by 0.91%
1 Week
30.22%
decreased by 0.91%
1 Month
30.20%
decreased by 0.93%
Analysis last updated: Saturday, June 13, 2026 at 04:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5557 | 4.62 | |
| 0.0444 | 24.58 | |
| 0.9916 | 521.92 | |
| 5.3330 | 6.77 |
Estimation Period:
Jan 3, 2000 to Jun 12, 2026
Jan 3, 2000 to Jun 12, 2026
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