CBT-Rough Rice Composite Futures Continuous MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1158 | 21.70 | |
| 0.6777 | 42.38 | |
| 0.0203 | 3.00 | |
| 0.0258 | 1.55 | |
| 0.0470 | 2.89 | |
| 0.9431 | 46.29 |
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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