COMEX Copper MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
31.59%
decreased by 1.65%
1 Week
31.18%
decreased by 2.06%
1 Month
30.54%
decreased by 2.70%
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 | |
|---|---|---|
| 21 | ||
| 0.0563 | 12.04 | |
| 0.7520 | 28.96 | |
| 0.0507 | 7.97 | |
| 0.0106 | 1.39 | |
| 0.0299 | 1.95 | |
| 0.9668 | 58.19 |
Estimation Period:
Aug 30, 2000 to Jun 26, 2026
Aug 30, 2000 to Jun 26, 2026
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