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	param	t-stat
$ω$	1.4522	3.01
$α$	0.1118	3.05
$β$	0.8114	13.85
$γ_{1}$	0.7984	2.20
$γ_{2}$	-1.4388	-2.70
$γ_{3}$	2.0155	4.73

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ETRACS Bloomberg Commodity Index Total Return ETN Series B 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