Skip to main content
V-Lab

iPath Series B Bloomberg Livestock Subindex Total Return ETN Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Series B Bloomberg Livestock Subindex Total Return ETN S0GARCH
paramt-stat
ω1.06095.99
α0.09054.16
β0.878536.94
γ10.02141.10
Estimation Period:
Feb 6, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts