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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0534	3.65***
α ARCH Response to squared shocks	0.0760	23.41***
β GARCH Volatility persistence	0.8896	91.92***
γ leverage Additional response to negative shocks	-0.1126	-2.53**

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LME/COMEX Aluminum AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other LME/COMEX Aluminum Analyses