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	param	t-stat
$ω$	0.0374	9.08
$α$	0.2038	12.52
$β$	0.9677	201.28
$γ$	-0.0193	-0.91

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ETRACS Bloomberg Commodity Index Total Return ETN Series B EGARCH 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