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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000
α ARCH Response to squared shocks	0.3370	43.54***
β GARCH Volatility persistence	0.9990	1,370.37***
ν DF Student-t tail thickness	7.9327	10.18***

V-Lab

LME/COMEX Aluminum GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other LME/COMEX Aluminum Analyses