iPath Series B Bloomberg Softs Subindex Total Return ETN AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3594 | 4.76 | |
| 0.0699 | 7.54 | |
| 0.7519 | 19.51 | |
| -0.1764 | -1.90 |
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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