iPath Series B Bloomberg Agriculture Subindex Total Return ETN Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2105 | 3.91 | |
| 0.0651 | 2.64 | |
| 0.8840 | 20.43 | |
| 0.1825 | 1.84 |
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 Spline-GARCH Analyses on ETNs