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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7174	5.76***
α ARCH Response to squared shocks	0.0481	5.86***
β GARCH Volatility persistence	0.9215	59.19***

γ₁	0.0126	0.48
γ₂	-0.0634	-1.75*
γ₃	0.0862	4.44***
γ₄	-0.0312	-1.71*
γ₅	-0.0143	-0.91

V-Lab

COMEX Copper Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other COMEX Copper Analyses