ICE US Cotton No. 2 Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
28.82%
increased by 0.51%
1 Week
28.74%
increased by 0.43%
1 Month
28.47%
increased by 0.16%
Analysis last updated: Saturday, June 27, 2026 at 04:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3251 | 9.75 | |
| 0.0471 | 7.27 | |
| 0.9392 | 118.26 | |
| 0.0009 | 3.30 |
Estimation Period:
Jan 3, 2000 to Jun 26, 2026
Jan 3, 2000 to Jun 26, 2026
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