iPath Series B Bloomberg Agriculture Subindex Total Return ETN AGARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0789 | 11.75 | |
| 0.0975 | 14.46 | |
| 0.8349 | 113.30 | |
| 0.3498 | 5.59 |
Estimation Period:
Jan 31, 2018 to Apr 22, 2022
Jan 31, 2018 to Apr 22, 2022
News Impact Curve
Volatility Forecasts
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