iPath Series B Bloomberg Aluminum Subindex Total Return ETN GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1202 | 11.23 | |
| 0.1482 | 6.69 | |
| 0.8286 | 61.30 | |
| -0.0480 | -1.56 |
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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