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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.4516	6.31***
α ARCH Response to squared shocks	0.0406	28.98***
β GARCH Volatility persistence	0.9935	867.69***
ν DF Student-t tail thickness	6.8825	5.90***

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S&P GSCI Cotton Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Cotton Index Analyses