Sprott Physical Copper Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.56% (-7.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4793 | 9.42 | |
| 0.4436 | 13.74 | |
| 0.6432 | 18.12 | |
| -0.1282 | -4.32 |
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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