Skip to main content
V-Lab

JPMorgan Alerian MLP Index ETN Zero Slope Spline-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 ·

All

graph of JPMorgan Alerian MLP Index ETN S0GARCH
paramt-stat
ω0.75094.29
α0.16138.05
β0.819944.39
γ1-0.0033-2.77
Estimation Period:
Jun 2, 2009 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts