iPath Bloomberg Cocoa Subindex Total Return ETN MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0145 | 4.93 | |
| 0.8959 | 65.89 | |
| 0.0188 | 3.99 | |
| 0.0334 | 0.72 | |
| 0.0914 | 1.21 | |
| 0.8975 | 10.91 |
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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