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iPath Series B Bloomberg Agriculture Subindex Total Return ETN Zero Slope Spline-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 S0GARCH
paramt-stat
ω1.38704.05
α0.06712.52
β0.866716.99
γ10.48682.41
γ2-0.6279-2.55
Estimation Period:
Jan 31, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts