COMEX Copper EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
29.98%
increased by 1.07%
1 Week
30.04%
increased by 1.13%
1 Month
30.28%
increased by 1.37%
Analysis last updated: Saturday, June 13, 2026 at 04:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 19.09 | |
| 0.1040 | 27.20 | |
| 0.9911 | 1,508.50 | |
| -0.0011 | -0.24 |
Estimation Period:
Aug 30, 2000 to Jun 12, 2026
Aug 30, 2000 to Jun 12, 2026
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