S&P GSCI Cotton Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.52% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 18.13 | |
| 0.0444 | 21.03 | |
| 0.9498 | 723.40 | |
| -0.0034 | -1.00 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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