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	param	t-stat
$ω$	0.0246	17.21
$α$	0.0507	31.53
$β$	0.9370	485.74
$γ$	0.1615	5.25

V-Lab

S&P GSCI Copper Spot Index AGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:30.76% (-0.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P GSCI Copper Spot Index Analyses