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iPath Series B Bloomberg Grains Subindex Total Return ETN AGARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Series B Bloomberg Grains Subindex Total Return ETN AGARCH
paramt-stat
ω0.04279.15
α0.090414.49
β0.8888129.95
γ0.09651.52
Estimation Period:
Jan 31, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts