iPath Shiller CAPE ETN Asy. Power MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1132 | 10.75 | |
| 0.1600 | 11.50 | |
| 0.7692 | 44.64 | |
| 0.3838 | 9.95 | |
| 1.3353 | 11.36 |
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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