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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3239	9.75***
α ARCH Response to squared shocks	0.0469	7.28***
β GARCH Volatility persistence	0.9395	118.85***

V-Lab

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