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iPath Series B Bloomberg Nickel Subindex Total Return ETN MF2-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 11:00 PM UTC
Date Range:

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to

6M ·

1Y ·

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graph of iPath Series B Bloomberg Nickel Subindex Total Return ETN MF2-GARCH
paramt-stat
m71
α0.363411.54
β0.604020.07
γ-0.2526-7.47
λ10.78170.90
λ20.02510.82
λ30.80264.04
Estimation Period:
Jan 18, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts