ELEMENTS Linked to the Rogers International Commodity Index - Agri Tot Return AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 11.87 | |
| 0.0748 | 23.23 | |
| 0.9215 | 314.07 | |
| -0.0099 | -0.50 |
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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