ELEMENTS Linked to the Rogers International Commodity Index - Total Return EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 5.27 | |
| 0.1214 | 18.18 | |
| 0.9929 | 1,271.27 | |
| -0.0283 | -5.04 |
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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