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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1057	1.86*
α ARCH Response to squared shocks	0.2383	3.10***
β GARCH Volatility persistence	0.7551	11.32***

γ₁	0.4315	0.41
γ₂	-2.3556	-1.43
γ₃	5.4484	3.80***
γ₄	-8.1490	-2.88***
γ₅	9.3740	2.07**
γ₆	-7.3656	-1.98**
γ₇	3.3577	2.37**
γ₈	-1.0116	-1.98**

V-Lab

LME/COMEX Aluminum Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other LME/COMEX Aluminum Analyses