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

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Series B Bloomberg Grains Subindex Total Return ETN S0GARCH
paramt-stat
ω0.84315.12
α0.08453.47
β0.891430.06
γ1-0.0278-1.06
Estimation Period:
Jan 31, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts