JPMorgan Alerian MLP Index ETN EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 5.99 | |
| 0.2104 | 34.81 | |
| 0.9776 | 697.26 | |
| -0.0991 | -16.35 |
Estimation Period:
Jun 2, 2009 to May 17, 2024
Jun 2, 2009 to May 17, 2024
News Impact Curve
Volatility Forecasts
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