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iPath Series B Bloomberg Aluminum Subindex Total Return ETN AGARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Series B Bloomberg Aluminum Subindex Total Return ETN AGARCH
paramt-stat
ω0.154314.29
α0.154615.34
β0.776588.85
γ-0.2858-3.65
Estimation Period:
Jan 18, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts