iPath Series B Bloomberg Copper Subindex Total Return ETN EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 6.23 | |
| 0.1021 | 10.06 | |
| 0.9719 | 244.21 | |
| -0.0158 | -1.42 |
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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