ELEMENTS Linked to the Rogers International Commodity Index - Energy To Return MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0739 | 8.35 | |
| 0.7478 | 63.86 | |
| 0.0673 | 7.08 | |
| 0.6115 | 0.42 | |
| 0.8644 | 0.42 | |
| 0.0000 | 0.00 |
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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