Sprott Copper Miners ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:55.14% (-4.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8934 | 6.38 | |
| 0.0808 | 6.65 | |
| 0.9337 | 105.62 | |
| 6.6878 | 1.18 |
Estimation Period:
Mar 6, 2024 to Feb 13, 2026
Mar 6, 2024 to Feb 13, 2026
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