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ELEMENTS Linked to the Rogers International Commodity Index - Total Return Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 21, 2022 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of ELEMENTS Linked to the Rogers International Commodity Index - Total Return S0GARCH
paramt-stat
ω0.78996.07
α0.05813.65
β0.895329.14
γ1-1.1613-4.72
γ21.69704.70
γ3-1.0978-4.35
γ41.32514.27
γ5-1.2279-3.65
γ60.51801.84
γ70.11450.46
γ8-0.1656-0.62
γ9-0.1076-0.51
Estimation Period:
Oct 19, 2007 to Oct 21, 2022
Impact of return on volatility tomorrow
Volatility Forecasts