ETRACS Bloomberg Commodity Index Total Return ETN Series B GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6364 | 7.26 | |
| 0.0715 | 32.94 | |
| 0.9850 | 455.39 | |
| 2.9944 | 45.30 |
Estimation Period:
Oct 28, 2019 to Dec 6, 2024
Oct 28, 2019 to Dec 6, 2024
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