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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0390	4.09***
α ARCH Response to squared shocks	0.0354	5.02***
β GARCH Volatility persistence	0.9410	133.67***
γ leverage Additional response to negative shocks	0.0272	1.60

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ICE US Cotton No. 2 GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Cotton No. 2 Analyses