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JPMorgan Alerian MLP Index ETN MF2-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, May 21, 2024 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of JPMorgan Alerian MLP Index ETN MF2-GARCH
paramt-stat
m31
α0.00000.00
β0.723965.48
γ0.220730.20
λ10.16400.64
λ20.93310.69
λ30.00000.00
Estimation Period:
Jun 2, 2009 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts