COMEX Copper GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
29.02%
increased by 0.77%
1 Week
29.01%
increased by 0.76%
1 Month
28.98%
increased by 0.73%
Analysis last updated: Saturday, June 13, 2026 at 04:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 11.82 | |
| 0.0416 | 9.51 | |
| 0.9536 | 485.80 | |
| -0.0022 | -0.32 |
Estimation Period:
Aug 30, 2000 to Jun 12, 2026
Aug 30, 2000 to Jun 12, 2026
Other COMEX Copper Analyses
Other GJR-GARCH Analyses on Commodities