S&P GSCI Cotton Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:13.98% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 18.09 | |
| 0.0443 | 20.94 | |
| 0.9497 | 718.36 | |
| -0.0032 | -0.94 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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