S&P GSCI Cotton Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
28.47%
decreased by 0.70%
1 Week
28.43%
decreased by 0.74%
1 Month
28.26%
decreased by 0.91%
Analysis last updated: Friday, June 5, 2026 at 11:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 17.64 | |
| 0.0453 | 40.73 | |
| 0.9477 | 760.57 | |
| -0.1494 | -6.23 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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