iPath Series B Bloomberg Agriculture Subindex Total Return ETN EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 5.04 | |
| 0.1431 | 9.57 | |
| 0.9693 | 202.53 | |
| -0.0346 | -3.43 |
Estimation Period:
Jan 31, 2018 to Apr 22, 2022
Jan 31, 2018 to Apr 22, 2022
News Impact Curve
Volatility Forecasts
Other iPath Series B Bloomberg Agriculture Subindex Total Return ETN Analyses
Other EGARCH Analyses on ETNs