ELEMENTS Linked to the Rogers International Commodity Index - Agri Tot Return MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1128 | 16.15 | |
| 0.6306 | 19.43 | |
| -0.0021 | -0.26 | |
| 0.0130 | 1.46 | |
| 0.0962 | 1.87 | |
| 0.8908 | 15.60 |
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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