S&P GSCI Copper Spot Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.65% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 17.21 | |
| 0.0509 | 31.50 | |
| 0.9368 | 484.14 | |
| 0.1612 | 5.26 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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