COMEX Copper Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
31.38%
increased by 2.39%
1 Week
31.29%
increased by 2.30%
1 Month
30.98%
increased by 1.99%
Analysis last updated: Saturday, June 6, 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 | |
|---|---|---|
| 0.7207 | 5.75 | |
| 0.0485 | 5.88 | |
| 0.9209 | 58.64 | |
| 0.0140 | 0.52 | |
| -0.0658 | -1.79 | |
| 0.0869 | 4.41 | |
| -0.0298 | -1.60 | |
| -0.0160 | -0.99 |
Estimation Period:
Aug 30, 2000 to Jun 5, 2026
Aug 30, 2000 to Jun 5, 2026
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