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iPath Bloomberg Cocoa Subindex Total Return ETN MF2-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:55 PM UTC
Date Range:

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to

6M ·

1Y ·

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10Y ·

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graph of iPath Bloomberg Cocoa Subindex Total Return ETN MF2-GARCH
paramt-stat
m51
α0.01454.93
β0.895965.89
γ0.01883.99
λ10.03340.72
λ20.09141.21
λ30.897510.91
Estimation Period:
Jun 25, 2008 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts