S&P GSCI Cotton Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:13.96% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0630 | 15.30 | |
| 0.7308 | 24.52 | |
| 0.0043 | 1.10 | |
| 0.0256 | 1.22 | |
| 0.0545 | 1.78 | |
| 0.9350 | 25.41 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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