Sprott Physical Copper Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.26% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4934 | 12.22 | |
| 0.1678 | 7.23 | |
| 0.3213 | 8.24 | |
| 0.2994 | 3.24 |
Estimation Period:
Jun 6, 2024 to Feb 6, 2026
Jun 6, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sprott Physical Copper Trust Analyses
Other GJR-GARCH Analyses on Closed-end Funds