CBT-Rough Rice Composite Futures Continuous GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0568 | 20.15 | |
| 0.0642 | 19.22 | |
| 0.9062 | 379.00 | |
| 0.0199 | 2.91 |
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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