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V-Lab

iPath Bloomberg Commodity Index Total Return ETN EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.28% (-0.93%)
Analysis last updated: Friday, February 6, 2026 at 11:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iPath Bloomberg Commodity Index Total Return ETN EGARCH
paramt-stat
ω0.00488.56
α0.132824.83
β0.98881,117.27
γ-0.0108-2.25
Estimation Period:
Oct 30, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts