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	param	t-stat
$m$	21
$α$	0.0634	15.53
$β$	0.7322	24.34
$γ$	0.0037	0.96
$λ_{1}$	0.0249	1.26
$λ_{2}$	0.0588	1.80
$λ_{3}$	0.9313	24.44

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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