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	param	t-stat
$ω$	0.0148	17.27
$α$	0.0447	21.50
$β$	0.9515	769.81
$γ$	-0.0040	-1.18

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S&P GSCI Cotton Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 26th, 2026:11.34% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cotton Index Analyses