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iPath Series B Bloomberg Agriculture Subindex Total Return ETN MF2-GARCH 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 MF2-GARCH
paramt-stat
m21
α1.00009,999,900.00
β0.0000100.00
γ0.00000.00
λ11.1098102.56
λ20.019887.54
λ30.00000.00
Estimation Period:
Jan 31, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts