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V-Lab
V-Lab
S&P GSCI Cotton Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:13.55% (-0.19%)
Analysis last updated: Sunday, November 23, 2025 at 01:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Cotton Index MF2-GARCH
paramt-stat
m21
α0.063115.43
β0.733124.90
γ0.00380.99
λ10.02401.23
λ20.05411.82
λ30.936026.39
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts