ICE US Cotton No. 2 GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
29.26%
decreased by 0.60%
1 Week
29.29%
decreased by 0.57%
1 Month
29.42%
decreased by 0.44%
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 | |
|---|---|---|
| 0.0323 | 16.06 | |
| 0.0458 | 30.16 | |
| 0.9459 | 574.31 |
Estimation Period:
Jan 3, 2000 to Jun 12, 2026
Jan 3, 2000 to Jun 12, 2026
Other ICE US Cotton No. 2 Analyses
Other GARCH Analyses on Commodities