S&P GSCI Cotton Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:13.51% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 18.06 | |
| 0.0443 | 21.07 | |
| 0.9502 | 732.62 | |
| -0.0035 | -1.02 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Cotton Index Analyses
Other GJR-GARCH Analyses on Commodities