iPath Series B Bloomberg Grains Subindex Total Return ETN MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0755 | 10.08 | |
| 0.7771 | 20.28 | |
| 0.0537 | 3.48 | |
| 0.0936 | 1.16 | |
| 0.1593 | 1.15 | |
| 0.8021 | 4.62 |
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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