iPath Series B Bloomberg Copper Subindex Total Return ETN AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4004 | 12.89 | |
| 0.1088 | 13.79 | |
| 0.7028 | 42.15 | |
| -0.0015 | -0.02 |
Estimation Period:
Feb 9, 2018 to Apr 22, 2022
Feb 9, 2018 to Apr 22, 2022
News Impact Curve
Volatility Forecasts
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