ELEMENTS Linked to the Rogers International Commodity Index - Energy To Return EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0409 | 15.73 | |
| 0.2136 | 14.81 | |
| 0.9782 | 665.00 | |
| -0.0275 | -1.94 |
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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