iPath Series B Bloomberg Aluminum Subindex Total Return ETN GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1243 | 12.46 | |
| 0.1269 | 10.52 | |
| 0.8256 | 63.01 |
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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