iPath Series B Bloomberg Livestock Subindex Total Return ETN GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 10.24 | |
| 0.0315 | 4.54 | |
| 0.8883 | 144.82 | |
| 0.0901 | 6.14 |
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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