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iPath Series B Bloomberg Agriculture Subindex Total Return ETN EGARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Series B Bloomberg Agriculture Subindex Total Return ETN EGARCH
paramt-stat
ω0.01665.04
α0.14319.57
β0.9693202.53
γ-0.0346-3.43
Estimation Period:
Jan 31, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts