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ELEMENTS Linked to the Rogers International Commodity Index - Agri Tot Return Asy. Power MEM Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 21, 2022 at 10:41 PM UTC
Date Range:

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to

6M ·

1Y ·

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graph of ELEMENTS Linked to the Rogers International Commodity Index - Agri Tot Return APMEM
paramt-stat
ω0.020715.60
α0.144727.18
β0.8500159.84
γ-0.0067-0.61
δ1.034716.51
Estimation Period:
Oct 23, 2007 to Oct 21, 2022
Impact of return on volatility tomorrow
Volatility Forecasts