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	param	t-stat
$m$	21
$α$	0.0630	16.02
$β$	0.7486	27.09
$γ$	0.0029	0.78
$λ_{1}$	0.0191	1.25
$λ_{2}$	0.0525	2.00
$λ_{3}$	0.9398	30.91

V-Lab

S&P GSCI Cotton Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:11.94% (-0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Cotton Index Analyses