S&P GSCI Copper Spot Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.16% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 17.07 | |
| 0.0420 | 16.33 | |
| 0.9409 | 481.78 | |
| 0.0122 | 2.99 |
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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