iPath Bloomberg Cocoa Subindex Total Return ETN Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0816 | 4.89 | |
| 0.0256 | 5.00 | |
| 0.9719 | 165.57 | |
| 0.0011 | 0.43 |
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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