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iPath Pure Beta Crude Oil ETN MF2-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of iPath Pure Beta Crude Oil ETN MF2-GARCH
paramt-stat
m46
α0.06445.64
β0.809168.12
γ0.12838.43
λ15.06800.07
λ20.14270.06
λ30.00000.00
Estimation Period:
Apr 22, 2011 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts