iPath Series B Bloomberg Nickel Subindex Total Return ETN EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1251 | 4.87 | |
| 0.2559 | 7.65 | |
| 0.9156 | 75.02 | |
| 0.1227 | 4.02 |
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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