ELEMENTS Linked to the Rogers International Commodity Index - Energy To Return AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 7.42 | |
| 0.0962 | 25.40 | |
| 0.8959 | 267.58 | |
| 0.4415 | 6.93 |
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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