ETRACS Bloomberg Commodity Index Total Return ETN Series B MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 5.43 | |
| 0.0428 | 4.27 | |
| 0.9572 | 318.64 |
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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