ETRACS Bloomberg Commodity Index Total Return ETN Series B GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0670 | 9.77 | |
| 0.1159 | 13.84 | |
| 0.8545 | 93.08 |
Estimation Period:
Oct 28, 2019 to Dec 6, 2024
Oct 28, 2019 to Dec 6, 2024
News Impact Curve
Volatility Forecasts
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