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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7304	1.69*
α ARCH Response to squared shocks	0.2308	2.77***
β GARCH Volatility persistence	0.7603	11.25***

γ₁	0.4021	0.39
γ₂	-2.3158	-1.44
γ₃	5.4532	3.80***
γ₄	-8.4605	-2.89***
γ₅	10.1694	2.12**
γ₆	-8.0504	-2.03**
γ₇	3.4963	2.36**
γ₈	-0.9497	-1.89*

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