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United States Copper Index Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.98% (-1.39%)
Analysis last updated: Wednesday, February 11, 2026 at 11:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of United States Copper Index Fund S0GARCH
paramt-stat
ω1.48598.06
α0.07783.69
β0.778915.68
γ10.68922.66
γ2-1.0063-2.34
γ30.39691.33
γ4-0.0654-0.30
γ50.19371.00
γ6-0.6312-3.64
γ70.89504.83
γ8-0.7087-3.86
Estimation Period:
Nov 15, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts