iPath Series B Bloomberg Grains Subindex Total Return ETN AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 9.15 | |
| 0.0904 | 14.49 | |
| 0.8888 | 129.95 | |
| 0.0965 | 1.52 |
Estimation Period:
Jan 31, 2018 to Apr 22, 2022
Jan 31, 2018 to Apr 22, 2022
News Impact Curve
Volatility Forecasts
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