United States Copper Index Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.30% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0613 | 10.40 | |
| 0.0607 | 8.64 | |
| 0.9186 | 211.46 | |
| -0.0070 | -0.58 |
Estimation Period:
Nov 15, 2011 to Feb 6, 2026
Nov 15, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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