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iPath Series B Bloomberg Industrial Metals Subindex Total Return ETN GJR-GARCH 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 GJR-GARCH
paramt-stat
ω0.22718.37
α0.18203.58
β0.735429.49
γ-0.1118-1.94
Estimation Period:
Jan 29, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts