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iPath Series B Bloomberg Softs Subindex Total Return ETN EGARCH 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 EGARCH
paramt-stat
ω0.09154.02
α0.09794.14
β0.874527.61
γ-0.0109-0.85
Estimation Period:
Jan 18, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts