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	param	t-stat
$m$	21
$α$	0.0631	15.92
$β$	0.7466	26.67
$γ$	0.0026	0.70
$λ_{1}$	0.0208	1.27
$λ_{2}$	0.0525	1.95
$λ_{3}$	0.9390	29.77

V-Lab

S&P GSCI Cotton Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 1st, 2026:11.16% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cotton Index Analyses