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	param	t-stat
$ω$	0.0880	9.83
$α$	0.1160	10.31
$β$	0.8298	96.21
$γ$	0.0161	0.54
$δ$	2.3101	11.21

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ETRACS Bloomberg Commodity Index Total Return ETN Series B APARCH 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