Skip to main content
V-Lab

iPath Series B Bloomberg Aluminum Subindex Total Return ETN GJR-GARCH 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 GJR-GARCH
paramt-stat
ω0.120211.23
α0.14826.69
β0.828661.30
γ-0.0480-1.56
Estimation Period:
Jan 18, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts