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iPath Series B Bloomberg Agriculture Subindex Total Return ETN Asy. MEM Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Series B Bloomberg Agriculture Subindex Total Return ETN AMEM
paramt-stat
ω0.21115.84
α0.00000.00
β0.833657.83
γ0.15026.16
Estimation Period:
Jan 31, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts