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iPath Series B Bloomberg Grains Subindex Total Return ETN EGARCH 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 EGARCH
paramt-stat
ω0.01858.80
α0.177514.09
β0.9772350.64
γ-0.0023-0.25
Estimation Period:
Jan 31, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts