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iPath Series B Bloomberg Aluminum Subindex Total Return ETN Zero Slope Spline-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 S0GARCH
paramt-stat
ω1.84944.06
α0.15912.96
β0.67788.09
γ10.95124.74
γ2-1.1927-4.90
Estimation Period:
Jan 18, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts