ELEMENTS Linked to the Rogers International Commodity Index - Energy To Return GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0487 | 14.27 | |
| 0.0927 | 24.43 | |
| 0.9026 | 268.79 |
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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