iPath Series B Bloomberg Nickel Subindex Total Return ETN AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8510 | 13.87 | |
| 0.2155 | 7.20 | |
| 0.5641 | 24.84 | |
| -0.5573 | -8.60 |
Estimation Period:
Jan 18, 2018 to Apr 22, 2022
Jan 18, 2018 to Apr 22, 2022
News Impact Curve
Volatility Forecasts
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