iPath Series B Bloomberg Softs Subindex Total Return ETN EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0915 | 4.02 | |
| 0.0979 | 4.14 | |
| 0.8745 | 27.61 | |
| -0.0109 | -0.85 |
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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