COMEX Copper GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
30.77%
decreased by 0.50%
1 Week
30.70%
decreased by 0.57%
1 Month
30.41%
decreased by 0.86%
Analysis last updated: Saturday, June 27, 2026 at 04:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6932 | 5.18 | |
| 0.0434 | 25.98 | |
| 0.9912 | 533.48 | |
| 6.3693 | 4.54 |
Estimation Period:
Aug 30, 2000 to Jun 26, 2026
Aug 30, 2000 to Jun 26, 2026
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