ELEMENTS Linked to the Rogers International Commodity Index - Total Return Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5863 | 8.61 | |
| 0.0614 | 5.47 | |
| 0.9236 | 71.39 | |
| 0.0229 | 5.06 |
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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