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ETRACS Bloomberg Commodity Index Total Return ETN Series B GARCH 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 ·

All

graph of ETRACS Bloomberg Commodity Index Total Return ETN Series B GARCH
paramt-stat
ω0.06709.77
α0.115913.84
β0.854593.08
Estimation Period:
Oct 28, 2019 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts