Code generation models are gaining popularity because they can produce correct code from a prompt, speeding up the software development process. GitHub Copilot is currently one of the most commonly used tools for code generation. This tool is based on GPT3, a Large Language Model (LLM), and can perform zero-shot prompting tasks i.e., tasks for which the model is not specifically trained. In this paper, we describe a preliminary study that investigates whether GitHub Copilot can predict the runtime complexity of a given program using zero- shot prompting. In our study, we found that GitHub Copilot can correctly predict the runtime complexity 45.44% times in the first suggestion and 56.38 % times considering all suggestions. We also compared Copilot to other machine learning, neural network, and transformer-based approaches for code complexity prediction. We observed that Copilot outperformed other approaches for predicting code with linear complexity $\mathbf{O}(n)$ .