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iPath Series B Bloomberg Tin Subindex Total Return ETN Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of iPath Series B Bloomberg Tin Subindex Total Return ETN SGARCH
paramt-stat
ω0.80364.67
α0.13722.41
β0.00000.00
γ1-6.2447-0.84
γ227.37052.13
γ3-49.8701-3.97
γ450.43734.23
γ5-33.1945-3.77
γ618.89702.50
γ7-12.7253-1.10
γ817.60031.17
Estimation Period:
Feb 19, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts