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iPath Series B Bloomberg Copper Subindex Total Return ETN Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Series B Bloomberg Copper Subindex Total Return ETN S0GARCH
paramt-stat
ω0.85746.21
α0.04912.38
β0.899521.97
γ1-0.0209-1.05
Estimation Period:
Feb 9, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts