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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0388	16.34***
α ARCH Response to squared shocks	0.0358	20.19***
β GARCH Volatility persistence	0.9409	534.59***
γ leverage Additional response to negative shocks	0.0271	6.36***

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ICE US Cotton No. 2 GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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