iPath Series B Bloomberg Aluminum Subindex Total Return ETN AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1543 | 14.29 | |
| 0.1546 | 15.34 | |
| 0.7765 | 88.85 | |
| -0.2858 | -3.65 |
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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