Sprott Physical Copper Trust AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.19% (-7.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7026 | 15.87 | |
| 0.3659 | 10.88 | |
| 0.2243 | 6.94 | |
| 0.2633 | 3.11 |
Estimation Period:
Jun 6, 2024 to Feb 6, 2026
Jun 6, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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