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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3251	9.68***
α ARCH Response to squared shocks	0.0471	7.29***
β GARCH Volatility persistence	0.9394	118.96***

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ICE US Cotton No. 2 Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other ICE US Cotton No. 2 Analyses