S&P GSCI Cotton Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.97% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3950 | 6.60 | |
| 0.0395 | 27.68 | |
| 0.9930 | 811.25 | |
| 6.9151 | 5.54 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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