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	param	t-stat
$ω$	1.4063	2.45
$α$	0.2249	3.30
$β$	0.7662	13.05
$γ_{1}$	-0.5809	-0.35
$γ_{2}$	-0.0982	-0.04
$γ_{3}$	0.0538	0.03
$γ_{4}$	4.9597	2.38
$γ_{5}$	-14.8132	-3.35
$γ_{6}$	24.1730	2.53
$γ_{7}$	-20.7865	-2.41
$γ_{8}$	7.8637	2.55
$γ_{9}$	-0.7137	-0.63
$γ_{10}$	-0.1754	-0.23

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LME/COMEX Aluminum Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other LME/COMEX Aluminum Analyses