Skip to main content
V-Lab

iPath Bloomberg Cocoa Subindex Total Return ETN 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 MEM
paramt-stat
ω0.01142.54
α0.040116.61
β0.9567450.61
Estimation Period:
Jun 25, 2008 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts