S&P GSCI Copper Spot Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:29.97% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 18.75 | |
| 0.1104 | 30.89 | |
| 0.9871 | 1,337.49 | |
| -0.0136 | -4.37 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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