iPath Shiller CAPE ETN GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 14.30 | |
| 0.1530 | 23.40 | |
| 0.8122 | 107.65 |
Estimation Period:
Oct 11, 2012 to Apr 5, 2022
Oct 11, 2012 to Apr 5, 2022
News Impact Curve
Volatility Forecasts
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