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	param	t-stat
$ω$	1.5965	1.95
$α$	0.1457	5.65
$β$	0.8374	31.07
$γ_{1}$	0.0159	0.86

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ETRACS Bloomberg Commodity Index Total Return ETN Series B Zero Slope Spline-GARCH 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