S&P GSCI Copper Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.45% (-24.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.6692 | 114.81 | |
| 0.0849 | 611.01 | |
| 0.0000 | 0.01 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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