S&P GSCI Copper Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:31.32% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 17.06 | |
| 0.0418 | 16.34 | |
| 0.9411 | 483.61 | |
| 0.0122 | 3.00 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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