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JPMorgan Alerian MLP Index ETN 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 SGARCH
paramt-stat
ω0.83905.11
α0.16057.72
β0.809939.62
γ10.02742.29
γ2-0.0633-3.11
Estimation Period:
Jun 2, 2009 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts