ELEMENTS Linked to the Rogers International Commodity Index - Total Return AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 4.02 | |
| 0.0566 | 23.78 | |
| 0.9400 | 427.88 | |
| 0.2439 | 8.48 |
Estimation Period:
Oct 19, 2007 to Oct 21, 2022
Oct 19, 2007 to Oct 21, 2022
News Impact Curve
Volatility Forecasts
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