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iPath Series B Bloomberg Softs Subindex Total Return ETN MF2-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of iPath Series B Bloomberg Softs Subindex Total Return ETN MF2-GARCH
paramt-stat
m36
α0.10189.45
β0.746127.20
γ0.00760.69
λ10.96250.05
λ20.07000.05
λ30.44260.04
Estimation Period:
Jan 18, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts