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iPath Series B Bloomberg Industrial Metals Subindex Total Return ETN Spline-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 SGARCH
paramt-stat
ω1.02835.43
α0.16932.24
β0.63076.25
γ10.14841.99
Estimation Period:
Jan 29, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
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