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iPath Series B Bloomberg Copper Subindex Total Return ETN MF2-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:54 PM UTC
Date Range:

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6M ·

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graph of iPath Series B Bloomberg Copper Subindex Total Return ETN MF2-GARCH
paramt-stat
m116
α0.75007,499,900.00
β0.0000100.00
γ0.50005,000,000.00
λ10.734781.99
λ20.001844.28
λ30.00000.00
Estimation Period:
Feb 9, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts