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	param	t-stat
$ω$	1.3582	6.71
$α$	0.0727	5.03
$β$	0.9062	53.32
$γ_{1}$	-0.0649	-2.72
$γ_{2}$	0.1336	3.57
$γ_{3}$	-0.0931	-4.20

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ELEMENTS Linked to the Rogers International Commodity Index - Agri Tot Return Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ELEMENTS Linked to the Rogers International Commodity Index - Agri Tot Return Analyses