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	param	t-stat
$m$	21
$α$	0.0627	15.46
$β$	0.7383	25.22
$γ$	0.0034	0.88
$λ_{1}$	0.0224	1.23
$λ_{2}$	0.0551	1.84
$λ_{3}$	0.9358	26.73

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S&P GSCI Cotton Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

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Other S&P GSCI Cotton Index Analyses