COMEX Copper Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
30.27%
decreased by 0.51%
1 Week
30.24%
decreased by 0.54%
1 Month
30.15%
decreased by 0.63%
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 | |
|---|---|---|
| 0.7201 | 5.76 | |
| 0.0482 | 5.87 | |
| 0.9214 | 59.15 | |
| 0.0135 | 0.51 | |
| -0.0650 | -1.78 | |
| 0.0867 | 4.42 | |
| -0.0302 | -1.63 | |
| -0.0156 | -0.98 |
Estimation Period:
Aug 30, 2000 to Jun 26, 2026
Aug 30, 2000 to Jun 26, 2026
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