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	param	t-stat
$m$	21
$α$	0.0631	16.09
$β$	0.7517	27.43
$γ$	0.0024	0.65
$λ_{1}$	0.0187	1.26
$λ_{2}$	0.0523	2.02
$λ_{3}$	0.9402	31.45

V-Lab

S&P GSCI Cotton Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:12.01% (+0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cotton Index Analyses