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	param	t-stat
$m$	21
$α$	0.0627	15.88
$β$	0.7497	26.80
$γ$	0.0026	0.70
$λ_{1}$	0.0203	1.30
$λ_{2}$	0.0528	1.96
$λ_{3}$	0.9390	30.00

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S&P GSCI Cotton Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:14.33% (-0.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cotton Index Analyses