ELEMENTS Linked to the Rogers International Commodity Index - Agri Tot Return APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 11.76 | |
| 0.0769 | 19.38 | |
| 0.9231 | 307.79 | |
| -0.0094 | -0.60 | |
| 1.8265 | 26.65 |
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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