iPath Bloomberg Cocoa Subindex Total Return ETN Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1547 | 5.47 | |
| 0.0248 | 4.56 | |
| 0.9712 | 149.83 | |
| 0.0100 | 1.52 |
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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