S&P GSCI Cotton Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
28.71%
decreased by 0.79%
1 Week
28.66%
decreased by 0.84%
1 Month
28.49%
decreased by 1.01%
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 | |
|---|---|---|
| 2.4614 | 6.30 | |
| 0.0407 | 29.06 | |
| 0.9935 | 869.22 | |
| 6.8828 | 5.93 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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