S&P GSCI Copper Spot Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
22.29%
increased by 1.31%
1 Week
22.30%
increased by 1.32%
1 Month
22.37%
increased by 1.39%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 17.41 | |
| 0.0505 | 31.54 | |
| 0.9370 | 486.99 | |
| 0.1605 | 5.22 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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