iPath Series B Bloomberg Grains Subindex Total Return ETN EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 8.80 | |
| 0.1775 | 14.09 | |
| 0.9772 | 350.64 | |
| -0.0023 | -0.25 |
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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