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	param	t-stat
$m$	21
$α$	0.0630	16.03
$β$	0.7500	27.19
$γ$	0.0026	0.69
$λ_{1}$	0.0193	1.26
$λ_{2}$	0.0525	2.00
$λ_{3}$	0.9398	30.92

V-Lab

S&P GSCI Cotton Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 21st, 2026:11.07% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cotton Index Analyses