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iPath Bloomberg Commodity Index Total Return ETN AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.92% (-0.46%)
Analysis last updated: Thursday, February 12, 2026 at 10:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of iPath Bloomberg Commodity Index Total Return ETN AGARCH
paramt-stat
ω0.010612.76
α0.057023.37
β0.9353357.25
γ0.05422.34
Estimation Period:
Oct 30, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts