ICE US Cotton No. 2 EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
30.25%
decreased by 0.80%
1 Week
30.37%
decreased by 0.68%
1 Month
30.84%
decreased by 0.21%
Analysis last updated: Saturday, June 13, 2026 at 04:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 15.36 | |
| 0.1056 | 32.96 | |
| 0.9884 | 1,133.43 | |
| -0.0151 | -5.44 |
Estimation Period:
Jan 3, 2000 to Jun 12, 2026
Jan 3, 2000 to Jun 12, 2026
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