S&P GSCI Copper Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.42% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 16.97 | |
| 0.0476 | 29.45 | |
| 0.9417 | 483.90 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Copper Spot Index Analyses
Other GARCH Analyses on Commodities