ICE US Cotton No. 2 MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
29.83%
increased by 1.36%
1 Week
29.62%
increased by 1.15%
1 Month
29.21%
increased by 0.74%
Analysis last updated: Saturday, June 27, 2026 at 04:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0440 | 15.63 | |
| 0.8359 | 55.64 | |
| 0.0480 | 8.33 | |
| 0.0439 | 2.09 | |
| 0.0512 | 2.00 | |
| 0.9364 | 30.15 |
Estimation Period:
Jan 3, 2000 to Jun 26, 2026
Jan 3, 2000 to Jun 26, 2026
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