ELEMENTS Linked to the Rogers International Commodity Index - Total Return MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0300 | 5.98 | |
| 0.8909 | 78.96 | |
| 0.0521 | 8.08 | |
| 0.0052 | 3.06 | |
| 0.0410 | 2.67 | |
| 0.9546 | 57.67 |
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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