iPath Pure Beta Crude Oil ETN MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0644 | 5.64 | |
| 0.8091 | 68.12 | |
| 0.1283 | 8.43 | |
| 5.0680 | 0.07 | |
| 0.1427 | 0.06 | |
| 0.0000 | 0.00 |
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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