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iPath Bloomberg Cocoa Subindex Total Return ETN AGARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iPath Bloomberg Cocoa Subindex Total Return ETN AGARCH
paramt-stat
ω0.035817.86
α0.053341.93
β0.9359719.95
γ0.08501.96
Estimation Period:
Jun 25, 2008 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts