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ELEMENTS Linked to the Rogers International Commodity Index - Total Return Asy. Power MEM Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 21, 2022 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of ELEMENTS Linked to the Rogers International Commodity Index - Total Return APMEM
paramt-stat
ω0.011311.84
α0.101917.55
β0.8981166.16
γ0.07424.84
δ0.70728.36
Estimation Period:
Oct 19, 2007 to Oct 21, 2022
Impact of return on volatility tomorrow
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