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	param	t-stat
$ω$	0.0154	18.05
$α$	0.0446	21.48
$β$	0.9512	766.48
$γ$	-0.0039	-1.14

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S&P GSCI Cotton Index GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 12th, 2026:15.07% (-0.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cotton Index Analyses