COMEX Copper GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
29.51%
decreased by 0.38%
1 Week
29.49%
decreased by 0.40%
1 Month
29.44%
decreased by 0.45%
Analysis last updated: Saturday, June 27, 2026 at 04:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 11.79 | |
| 0.0415 | 9.50 | |
| 0.9537 | 486.84 | |
| -0.0021 | -0.30 |
Estimation Period:
Aug 30, 2000 to Jun 26, 2026
Aug 30, 2000 to Jun 26, 2026
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