S&P GSCI Cotton Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
28.73%
decreased by 0.62%
1 Week
28.69%
decreased by 0.66%
1 Month
28.52%
decreased by 0.83%
Analysis last updated: Friday, June 5, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0170 | 18.73 | |
| 0.0438 | 38.82 | |
| 0.9495 | 747.03 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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