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iPath Series B Bloomberg Livestock Subindex Total Return ETN GJR-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Series B Bloomberg Livestock Subindex Total Return ETN GJR-GARCH
paramt-stat
ω0.045110.24
α0.03154.54
β0.8883144.82
γ0.09016.14
Estimation Period:
Feb 6, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts