S&P GSCI Cotton Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:11.82% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0632 | 15.89 | |
| 0.7442 | 26.44 | |
| 0.0030 | 0.78 | |
| 0.0215 | 1.27 | |
| 0.0526 | 1.93 | |
| 0.9387 | 29.31 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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