S&P GSCI Cotton Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:12.85% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 17.95 | |
| 0.0443 | 21.10 | |
| 0.9503 | 736.13 | |
| -0.0036 | -1.04 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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