S&P GSCI Copper Spot Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
23.33%
increased by 2.03%
1 Week
23.32%
increased by 2.02%
1 Month
23.29%
increased by 1.99%
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 | |
|---|---|---|
| 0.0228 | 17.16 | |
| 0.0473 | 29.48 | |
| 0.9418 | 486.21 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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