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iPath Series B Bloomberg Softs Subindex Total Return ETN Asy. Power MEM Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Series B Bloomberg Softs Subindex Total Return ETN APMEM
paramt-stat
ω0.97783.46
α0.01640.00
β0.54597.75
γ-1.0000-0.00
δ2.50954.38
Estimation Period:
Mar 22, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts