ELEMENTS Linked to the Rogers International Commodity Index - Agri Tot Return Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9503 | 8.74 | |
| 0.0732 | 4.90 | |
| 0.9042 | 51.97 | |
| 0.0218 | 6.04 |
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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