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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	91
α ARCH Response to squared shocks	0.0723	1.35
β GARCH Volatility persistence	0.7965	13.91***
γ leverage Additional response to negative shocks	-0.0723	-1.34
λ₁ tau intercept Baseline long-term coefficient	0.2237	0.05
λ₂ forecast adj. Forecast performance sensitivity	0.9355	0.84
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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LME/COMEX Aluminum MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other LME/COMEX Aluminum Analyses