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iPath Series B Bloomberg Softs Subindex Total Return ETN AGARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Series B Bloomberg Softs Subindex Total Return ETN AGARCH
paramt-stat
ω0.35944.76
α0.06997.54
β0.751919.51
γ-0.1764-1.90
Estimation Period:
Jan 18, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts