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iPath Series B Bloomberg Industrial Metals Subindex Total Return ETN EGARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Series B Bloomberg Industrial Metals Subindex Total Return ETN EGARCH
paramt-stat
ω0.05785.55
α0.23227.94
β0.902383.56
γ0.06752.58
Estimation Period:
Jan 29, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts