CBT-Rough Rice Composite Futures Continuous EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0424 | 22.67 | |
| 0.1998 | 35.23 | |
| 0.9611 | 554.90 | |
| -0.0199 | -4.15 |
Estimation Period:
Jan 4, 2000 to Nov 19, 2021
Jan 4, 2000 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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