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	param	t-stat
$ω$	2.3098	2.32
$α$	0.2421	3.52
$β$	0.7505	12.21
$γ_{1}$	0.3383	0.21
$γ_{2}$	-1.2399	-0.49
$γ_{3}$	0.1816	0.09
$γ_{4}$	5.3955	2.80
$γ_{5}$	-16.8652	-3.90
$γ_{6}$	28.8484	2.94
$γ_{7}$	-25.4109	-2.83
$γ_{8}$	9.8537	3.06
$γ_{9}$	-1.4202	-1.12
$γ_{10}$	1.1440	0.72

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LME/COMEX Aluminum Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other LME/COMEX Aluminum Analyses