iPath Series B Bloomberg Agriculture Subindex Total Return ETN GJR-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0426 | 7.88 | |
| 0.0511 | 5.72 | |
| 0.9018 | 97.16 | |
| 0.0321 | 1.85 |
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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