ELEMENTS Linked to the Rogers International Commodity Index - Total Return GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 9.71 | |
| 0.0399 | 8.80 | |
| 0.9415 | 389.51 | |
| 0.0300 | 4.41 |
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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