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V-Lab
V-Lab
S&P GSCI Cotton Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.59% (-0.36%)
Analysis last updated: Saturday, November 1, 2025 at 12:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Cotton Index MF2-GARCH
paramt-stat
m21
α0.063215.36
β0.732224.67
γ0.00370.96
λ10.02501.23
λ20.05451.79
λ30.935325.76
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts