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iPath Series B Bloomberg Aluminum Subindex Total Return ETN MF2-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath Series B Bloomberg Aluminum Subindex Total Return ETN MF2-GARCH
paramt-stat
m121
α0.135013.37
β0.725164.64
γ0.03282.40
λ10.263111.61
λ21.000024.60
λ30.00000.00
Estimation Period:
Jan 18, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts