ELEMENTS Linked to the Rogers International Commodity Index - Agri Tot Return Asy. Power MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 15.60 | |
| 0.1447 | 27.18 | |
| 0.8500 | 159.84 | |
| -0.0067 | -0.61 | |
| 1.0347 | 16.51 |
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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