iPath Shiller CAPE ETN MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8154 | 114.14 | |
| 0.2408 | 31.72 | |
| 0.0602 | 2.75 | |
| 0.3756 | 4.61 | |
| 0.5794 | 5.69 |
Estimation Period:
Oct 11, 2012 to Oct 11, 2022
Oct 11, 2012 to Oct 11, 2022
News Impact Curve
Volatility Forecasts
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