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iPath Series B Bloomberg Grains Subindex Total Return ETN MF2-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Series B Bloomberg Grains Subindex Total Return ETN MF2-GARCH
paramt-stat
m21
α0.075510.08
β0.777120.28
γ0.05373.48
λ10.09361.16
λ20.15931.15
λ30.80214.62
Estimation Period:
Jan 31, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts