ETRACS Bloomberg Commodity Index Total Return ETN Series B Asy. Power MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 5.18 | |
| 0.0368 | 5.46 | |
| 0.9354 | 244.29 | |
| 0.4012 | 9.20 | |
| 2.6231 | 15.16 |
Estimation Period:
Oct 31, 2019 to Dec 6, 2024
Oct 31, 2019 to Dec 6, 2024
News Impact Curve
Volatility Forecasts
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