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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0191	2.98***
α ARCH Response to squared shocks	0.0417	2.38**
β GARCH Volatility persistence	0.9532	120.45***
γ leverage Additional response to negative shocks	-0.0020	-0.07

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COMEX Copper GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other COMEX Copper Analyses