iPath Series B Bloomberg Livestock Subindex Total Return ETN AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0537 | 11.70 | |
| 0.1014 | 18.19 | |
| 0.8559 | 135.99 | |
| 0.2065 | 6.51 |
Estimation Period:
Feb 6, 2018 to Apr 22, 2022
Feb 6, 2018 to Apr 22, 2022
News Impact Curve
Volatility Forecasts
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