Sprott Junior Copper Miners ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.30% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 3.40 | |
| 0.0504 | 3.52 | |
| 0.9831 | 193.03 | |
| 0.0254 | 3.25 |
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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