Skip to main content
V-Lab

iPath Pure Beta Crude Oil ETN Zero Slope Spline-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 ·

5Y ·

10Y ·

All

graph of iPath Pure Beta Crude Oil ETN S0GARCH
paramt-stat
ω1.61764.51
α0.11963.06
β0.801612.42
γ10.95234.00
γ2-1.4709-3.92
γ30.78172.54
γ4-0.3337-1.32
γ50.07550.45
Estimation Period:
Apr 22, 2011 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts