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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.0565	12.04***
β GARCH Volatility persistence	0.7503	28.86***
γ leverage Additional response to negative shocks	0.0508	7.98***
λ₁ tau intercept Baseline long-term coefficient	0.0108	1.39
λ₂ forecast adj. Forecast performance sensitivity	0.0301	1.94*
λ₃ tau persistence Long-term factor persistence	0.9666	57.58***

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COMEX Copper MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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