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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0218	3.02***
α ARCH Response to squared shocks	0.0533	4.80***
β GARCH Volatility persistence	0.9539	233.39***
γ leverage Additional response to negative shocks	-0.0434	-3.49***

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LME/COMEX Aluminum GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other LME/COMEX Aluminum Analyses