iPath Pure Beta Crude Oil ETN Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6176 | 4.51 | |
| 0.1196 | 3.06 | |
| 0.8016 | 12.42 | |
| 0.9523 | 4.00 | |
| -1.4709 | -3.92 | |
| 0.7817 | 2.54 | |
| -0.3337 | -1.32 | |
| 0.0755 | 0.45 |
Estimation Period:
Apr 22, 2011 to Apr 22, 2022
Apr 22, 2011 to Apr 22, 2022
News Impact Curve
Volatility Forecasts
Other iPath Pure Beta Crude Oil ETN Analyses
Other Zero Slope Spline-GARCH Analyses on ETNs