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iPath Bloomberg Cocoa Subindex Total Return ETN Asy. Power MEM Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iPath Bloomberg Cocoa Subindex Total Return ETN APMEM
paramt-stat
ω0.01207.25
α0.040319.97
β0.9561457.24
γ-0.0738-3.89
δ2.035629.93
Estimation Period:
Jun 25, 2008 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts