ELEMENTS Linked to the Rogers International Commodity Index - Total Return Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7899 | 6.07 | |
| 0.0581 | 3.65 | |
| 0.8953 | 29.14 | |
| -1.1613 | -4.72 | |
| 1.6970 | 4.70 | |
| -1.0978 | -4.35 | |
| 1.3251 | 4.27 | |
| -1.2279 | -3.65 | |
| 0.5180 | 1.84 | |
| 0.1145 | 0.46 | |
| -0.1656 | -0.62 | |
| -0.1076 | -0.51 |
Estimation Period:
Oct 19, 2007 to Oct 21, 2022
Oct 19, 2007 to Oct 21, 2022
News Impact Curve
Volatility Forecasts
Other ELEMENTS Linked to the Rogers International Commodity Index - Total Return Analyses
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