S&P GSCI Copper Spot Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:30.85% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 16.98 | |
| 0.0474 | 29.48 | |
| 0.9418 | 485.49 |
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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