iPath Shiller CAPE ETN MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0962 | 5.97 | |
| 0.1828 | 9.86 | |
| 0.7542 | 49.32 |
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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