Study Kepler’s theorem.
They have been observed in most cases long enough to determine their orbit periods and they appear to be constant, so they are in a balanced orbit around the earth and the sun. Were they not, their passage around Earth would not be constant, and the fact that they are constant about the Earth means that they are not orbiting about any other planet, since the relationship between the planets is constantly advancing, or declining.
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Halley’s Comet, during it’s last visit to the inner Solar System, had a velocity relative to Earth of roughly 150,000 mph.
Volcanos can do that?