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iPath Series B Bloomberg Tin Subindex Total Return ETN MF2-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Series B Bloomberg Tin Subindex Total Return ETN MF2-GARCH
paramt-stat
m21
α0.404514.05
β0.549324.54
γ-0.2691-6.05
λ13.96290.24
λ20.00180.03
λ30.00000.00
Estimation Period:
Feb 19, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts