iPath Pure Beta Crude Oil ETN Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6196 | 4.54 | |
| 0.1173 | 2.99 | |
| 0.8045 | 12.13 | |
| 0.9664 | 4.06 | |
| -1.5025 | -4.00 | |
| 0.8341 | 2.69 | |
| -0.4562 | -1.72 | |
| 0.4389 | 1.22 |
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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