ICE US Cotton No. 2 Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
29.21%
decreased by 0.26%
1 Week
29.12%
decreased by 0.35%
1 Month
28.81%
decreased by 0.66%
Analysis last updated: Saturday, June 6, 2026 at 04:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3254 | 9.75 | |
| 0.0472 | 7.26 | |
| 0.9391 | 118.08 | |
| 0.0009 | 3.30 |
Estimation Period:
Jan 3, 2000 to Jun 5, 2026
Jan 3, 2000 to Jun 5, 2026
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