iPath Bloomberg Cocoa Subindex Total Return ETN GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 6.30 | |
| 0.0153 | 8.48 | |
| 0.9746 | 704.67 | |
| 0.0151 | 4.68 |
Estimation Period:
Jun 25, 2008 to Apr 22, 2022
Jun 25, 2008 to Apr 22, 2022
News Impact Curve
Volatility Forecasts
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