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V-Lab

S&P GSCI Cotton Index MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, June 8th, 2026

1 Day

7.13%

decreased by 34.82%

1 Week

7.10%

decreased by 34.85%

1 Month

6.84%

decreased by 35.11%

Analysis last updated: Friday, June 5, 2026 at 11:23 PM UTC

Date Range:

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graph of S&P GSCI Cotton Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time