iPath Series B Bloomberg Industrial Metals Subindex Total Return ETN AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3081 | 14.88 | |
| 0.1712 | 8.89 | |
| 0.6418 | 34.91 | |
| -0.1323 | -2.26 |
Estimation Period:
Jan 29, 2018 to Apr 22, 2022
Jan 29, 2018 to Apr 22, 2022
News Impact Curve
Volatility Forecasts
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