Sprott Physical Copper Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.62% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2520 | 16.27 | |
| 0.4693 | 20.76 | |
| 0.1334 | 5.14 | |
| 3.1465 | 0.37 | |
| 0.3052 | 0.38 | |
| 0.0000 | 0.00 |
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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