Skip to main content
V-Lab

iPath Pure Beta Crude Oil ETN Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iPath Pure Beta Crude Oil ETN SGARCH
paramt-stat
ω1.61964.54
α0.11732.99
β0.804512.13
γ10.96644.06
γ2-1.5025-4.00
γ30.83412.69
γ4-0.4562-1.72
γ50.43891.22
Estimation Period:
Apr 22, 2011 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts