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	param	t-stat
$ω$	0.1594	16.24
$α$	0.2057	23.58
$β$	0.7232	82.98
$γ$	0.2757	6.83

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ETRACS Bloomberg Commodity Index Total Return ETN Series B AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ETRACS Bloomberg Commodity Index Total Return ETN Series B Analyses