S&P GSCI Copper Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.27% (-7.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0001 | 670.00 | |
| -0.0001 | -1,140.00 | |
| 1.6382 | 69.81 | |
| 0.0214 | 68.48 | |
| 0.0739 | 5.63 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Copper Spot Index Analyses
Other MF2-GARCH Analyses on Commodities