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iPath Series B Bloomberg Agriculture Subindex Total Return ETN 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 SGARCH
paramt-stat
ω1.21053.91
α0.06512.64
β0.884020.43
γ10.18251.84
Estimation Period:
Jan 31, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts