COMEX Copper GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
31.93%
increased by 2.40%
1 Week
31.84%
increased by 2.31%
1 Month
31.48%
increased by 1.95%
Analysis last updated: Saturday, June 6, 2026 at 04:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6959 | 5.19 | |
| 0.0436 | 25.96 | |
| 0.9911 | 530.59 | |
| 6.3636 | 4.55 |
Estimation Period:
Aug 30, 2000 to Jun 5, 2026
Aug 30, 2000 to Jun 5, 2026
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