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

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iPath Bloomberg Cocoa Subindex Total Return ETN SGARCH
paramt-stat
ω1.15475.47
α0.02484.56
β0.9712149.83
γ10.01001.52
Estimation Period:
Jun 25, 2008 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts