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	param	t-stat
$m$	21
$α$	0.0634	15.71
$β$	0.7366	24.88
$γ$	0.0030	0.79
$λ_{1}$	0.0243	1.29
$λ_{2}$	0.0576	1.84
$λ_{3}$	0.9327	25.53

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S&P GSCI Cotton Index MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other S&P GSCI Cotton Index Analyses