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ELEMENTS Linked to the Rogers International Commodity Index - Energy To Return Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 21, 2022 at 09:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of ELEMENTS Linked to the Rogers International Commodity Index - Energy To Return S0GARCH
paramt-stat
ω0.63024.57
α0.11334.72
β0.812826.12
γ1-1.3383-4.04
γ21.94164.22
γ3-1.1341-4.21
γ41.30914.15
γ5-1.2341-3.56
γ60.48041.62
γ70.03660.13
γ80.01790.05
γ9-0.1851-0.65
Estimation Period:
Oct 19, 2007 to Oct 21, 2022
Impact of return on volatility tomorrow
Volatility Forecasts