ELEMENTS Linked to the Rogers International Commodity Index - Total Return APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 12.86 | |
| 0.0575 | 18.32 | |
| 0.9425 | 364.75 | |
| 0.1593 | 5.60 | |
| 1.7578 | 26.27 |
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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