S&P GSCI Copper Spot Index EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.16% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 18.80 | |
| 0.1108 | 30.86 | |
| 0.9870 | 1,335.65 | |
| -0.0136 | -4.37 |
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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