United States Copper Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.54% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1032 | 6.23 | |
| 0.0716 | 3.51 | |
| 0.8189 | 19.29 | |
| 0.0682 | 0.72 | |
| -0.1522 | -1.20 | |
| 0.2256 | 3.15 | |
| -0.3009 | -4.46 | |
| 0.4980 | 5.43 |
Estimation Period:
Nov 15, 2011 to Feb 6, 2026
Nov 15, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other United States Copper Index Fund Analyses
Other Spline-GARCH Analyses on ETFs