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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0187	11.85***
α ARCH Response to squared shocks	0.0414	9.48***
β GARCH Volatility persistence	0.9538	486.61***
γ leverage Additional response to negative shocks	-0.0022	-0.31

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COMEX Copper GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other COMEX Copper Analyses