iPath Series B Bloomberg Agriculture Subindex Total Return ETN Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3870 | 4.05 | |
| 0.0671 | 2.52 | |
| 0.8667 | 16.99 | |
| 0.4868 | 2.41 | |
| -0.6279 | -2.55 |
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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