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	param	t-stat
$ω$	1.0959	7.14
$α$	0.0848	2.41
$β$	0.7031	6.61
$γ_{1}$	0.3411	2.90
$γ_{2}$	-0.6524	-3.02

V-Lab

iPath Series B Bloomberg Copper Subindex Total Return ETN Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iPath Series B Bloomberg Copper Subindex Total Return ETN Analyses