iPath Series B Bloomberg Copper Subindex Total Return ETN GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0790 | 7.64 | |
| 0.0473 | 5.23 | |
| 0.9132 | 109.41 | |
| 0.0047 | 0.26 |
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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