Sprott Junior Copper Miners ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.00% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1537 | 5.39 | |
| 0.0803 | 7.15 | |
| 0.6581 | 13.52 | |
| -0.1245 | -0.43 |
Estimation Period:
Feb 2, 2023 to Feb 6, 2026
Feb 2, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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