Normally, it's defined in the language file of the footer module:
look for this lines:
MOD_FOOTER_LINE1="Copyright © %date% %sitename%. All Rights Reserved." ; Note : %date% will be auto replaced by current year! Don't translate
MOD_FOOTER_LINE2="<a href=\"https://www.joomla.org\">Joomla!</a> is Free Software released under the <a href=\"https://www.gnu.org/licenses/gpl-2.0.html\">GNU General Public License.</a>"
This is language file of English, you can change the associated file in the folder of the language you're using.