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V-Lab

iPath Pure Beta Crude Oil ETN MEM Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iPath Pure Beta Crude Oil ETN MEM
paramt-stat
ω0.18508.50
α0.119216.37
β0.8571114.81
Estimation Period:
Apr 22, 2011 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts