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ETRACS Bloomberg Commodity Index Total Return ETN Series B Asy. Power MEM Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, December 11, 2024 at 10:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of ETRACS Bloomberg Commodity Index Total Return ETN Series B APMEM
paramt-stat
ω0.02085.18
α0.03685.46
β0.9354244.29
γ0.40129.20
δ2.623115.16
Estimation Period:
Oct 31, 2019 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts