ELEMENTS Linked to the Rogers International Commodity Index - Agri Tot Return EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0051 | 8.01 | |
| 0.1693 | 24.18 | |
| 0.9930 | 1,183.50 | |
| -0.0023 | -0.44 |
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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