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	param	t-stat
$m$	21
$α$	0.0626	15.19
$β$	0.7322	24.17
$γ$	0.0036	0.93
$λ_{1}$	0.0242	1.21
$λ_{2}$	0.0576	1.77
$λ_{3}$	0.9327	24.49

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S&P GSCI Cotton Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other S&P GSCI Cotton Index Analyses