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iPath Series B Bloomberg Aluminum Subindex Total Return ETN Asy. Power MEM Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Series B Bloomberg Aluminum Subindex Total Return ETN APMEM
paramt-stat
ω0.47633.10
α0.01371.49
β0.9009116.19
γ-0.5285-3.13
δ3.00007.81
Estimation Period:
Feb 20, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts