iPath Pure Beta Crude Oil ETN AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2497 | 10.25 | |
| 0.1469 | 21.45 | |
| 0.7765 | 136.89 | |
| 1.2167 | 13.33 |
Estimation Period:
Apr 22, 2011 to Apr 22, 2022
Apr 22, 2011 to Apr 22, 2022
News Impact Curve
Volatility Forecasts
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