ELEMENTS Linked to the Rogers International Commodity Index - Agri Tot Return Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 14.69 | |
| 0.1216 | 17.82 | |
| 0.8660 | 207.42 | |
| -0.0005 | -0.05 |
Estimation Period:
Oct 23, 2007 to Oct 21, 2022
Oct 23, 2007 to Oct 21, 2022
News Impact Curve
Volatility Forecasts
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