Sprott Copper Miners ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.48% (-4.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1769 | 8.16 | |
| 0.2364 | 10.98 | |
| 0.9018 | 69.91 | |
| -0.0469 | -1.93 |
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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