Sprott Copper Miners ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.93% (-10.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1730 | 9.05 | |
| 0.1466 | 8.96 | |
| 0.6335 | 23.09 | |
| 0.8069 | 3.93 |
Estimation Period:
Mar 6, 2024 to Feb 6, 2026
Mar 6, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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