ELEMENTS Linked to the Rogers International Commodity Index - Energy To Return Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1208 | 6.97 | |
| 0.1053 | 5.51 | |
| 0.8593 | 40.56 | |
| -0.0999 | -2.43 | |
| 0.2293 | 3.35 | |
| -0.2092 | -2.92 | |
| 0.1890 | 2.02 |
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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