COMEX Copper GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
29.95%
decreased by 0.44%
1 Week
29.93%
decreased by 0.46%
1 Month
29.86%
decreased by 0.53%
Analysis last updated: Tuesday, June 9, 2026 at 05:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 12.30 | |
| 0.0404 | 23.65 | |
| 0.9538 | 486.89 |
Estimation Period:
Aug 30, 2000 to Jun 5, 2026
Aug 30, 2000 to Jun 5, 2026
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