ELEMENTS Linked to the Rogers International Commodity Index - Total Return GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2115 | 5.23 | |
| 0.0543 | 39.29 | |
| 0.9973 | 2,357.64 | |
| 8.1466 | 5.12 |
Estimation Period:
Oct 19, 2007 to Oct 21, 2022
Oct 19, 2007 to Oct 21, 2022
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