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S&P GSCI Copper Spot Index MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, June 8th, 2026

1 Day

21.37%

increased by 6.89%

1 Week

22.08%

increased by 7.60%

1 Month

27.43%

increased by 12.95%

Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC

Date Range:

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graph of S&P GSCI Copper Spot Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time