S&P GSCI Cotton Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
26.95%
decreased by 0.58%
1 Week
26.93%
decreased by 0.60%
1 Month
26.83%
decreased by 0.70%
Analysis last updated: Saturday, June 27, 2026 at 12:23 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4551 | 6.31 | |
| 0.0406 | 29.02 | |
| 0.9935 | 869.22 | |
| 6.8905 | 5.91 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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