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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7778	1.69*
α ARCH Response to squared shocks	0.2352	2.77***
β GARCH Volatility persistence	0.7557	10.89***

γ₁	0.4101	0.40
γ₂	-2.3380	-1.46
γ₃	5.4247	3.76***
γ₄	-7.7675	-2.86***
γ₅	8.4505	2.04**
γ₆	-6.5858	-1.96**
γ₇	3.2067	2.42**
γ₈	-1.0888	-2.18**

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