United States Copper Index Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.98% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4859 | 8.06 | |
| 0.0778 | 3.69 | |
| 0.7789 | 15.68 | |
| 0.6892 | 2.66 | |
| -1.0063 | -2.34 | |
| 0.3969 | 1.33 | |
| -0.0654 | -0.30 | |
| 0.1937 | 1.00 | |
| -0.6312 | -3.64 | |
| 0.8950 | 4.83 | |
| -0.7087 | -3.86 |
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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