iPath Series B Bloomberg Softs Subindex Total Return ETN MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1018 | 9.45 | |
| 0.7461 | 27.20 | |
| 0.0076 | 0.69 | |
| 0.9625 | 0.05 | |
| 0.0700 | 0.05 | |
| 0.4426 | 0.04 |
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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