ELEMENTS Linked to the Rogers International Commodity Index - Energy To Return Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6302 | 4.57 | |
| 0.1133 | 4.72 | |
| 0.8128 | 26.12 | |
| -1.3383 | -4.04 | |
| 1.9416 | 4.22 | |
| -1.1341 | -4.21 | |
| 1.3091 | 4.15 | |
| -1.2341 | -3.56 | |
| 0.4804 | 1.62 | |
| 0.0366 | 0.13 | |
| 0.0179 | 0.05 | |
| -0.1851 | -0.65 |
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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