iPath Series B Bloomberg Industrial Metals Subindex Total Return ETN EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0578 | 5.55 | |
| 0.2322 | 7.94 | |
| 0.9023 | 83.56 | |
| 0.0675 | 2.58 |
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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