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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0227	2.97***
α ARCH Response to squared shocks	0.0541	4.74***
β GARCH Volatility persistence	0.9518	211.46***
γ leverage Additional response to negative shocks	-0.0417	-3.21***

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LME/COMEX Aluminum GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other LME/COMEX Aluminum Analyses