iPath Pure Beta Crude Oil ETN EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1122 | 11.09 | |
| 0.1932 | 10.78 | |
| 0.9394 | 215.11 | |
| -0.1075 | -8.32 |
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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