iPath Series B Bloomberg Aluminum Subindex Total Return ETN EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0530 | 8.23 | |
| 0.2270 | 8.48 | |
| 0.9515 | 154.51 | |
| 0.0057 | 0.23 |
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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