S&P GSCI Cotton Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:12.31% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0170 | 17.80 | |
| 0.0444 | 21.15 | |
| 0.9505 | 740.85 | |
| -0.0036 | -1.06 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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