IShares Commodity Curve Carry Strategy ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1372 | 10.15 | |
| 0.1312 | 12.96 | |
| 0.7725 | 57.68 | |
| 0.0105 | 0.20 |
Estimation Period:
Sep 3, 2020 to Aug 15, 2025
Sep 3, 2020 to Aug 15, 2025
News Impact Curve
Volatility Forecasts
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