iPath Shiller CAPE ETN Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1193 | 9.29 | |
| 0.0795 | 7.50 | |
| 0.7187 | 45.41 | |
| 0.2401 | 6.48 |
Estimation Period:
Oct 17, 2012 to Apr 5, 2022
Oct 17, 2012 to Apr 5, 2022
News Impact Curve
Volatility Forecasts
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