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iPath Series B Bloomberg Grains Subindex Total Return ETN Asy. MEM 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 Grains Subindex Total Return ETN AMEM
paramt-stat
ω0.068510.70
α0.11049.36
β0.8690111.13
γ-0.0158-0.90
Estimation Period:
Feb 5, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts