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ELEMENTS Linked to the Rogers International Commodity Index - Energy To Return Asy. Power MEM Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 21, 2022 at 09:53 PM UTC
Date Range:

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to

6M ·

1Y ·

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graph of ELEMENTS Linked to the Rogers International Commodity Index - Energy To Return APMEM
paramt-stat
ω0.098611.39
α0.136718.71
β0.8535101.68
γ0.17947.46
δ1.159728.36
Estimation Period:
Oct 26, 2007 to Oct 21, 2022
Impact of return on volatility tomorrow
Volatility Forecasts