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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7171	5.74***
α ARCH Response to squared shocks	0.0483	5.89***
β GARCH Volatility persistence	0.9213	59.13***

γ₁	0.0120	0.46
γ₂	-0.0624	-1.73*
γ₃	0.0862	4.46***
γ₄	-0.0328	-1.81*
γ₅	-0.0124	-0.80

V-Lab

COMEX Copper Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other COMEX Copper Analyses