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V-Lab

ETRACS Alerian Midstream Energy Index ETN Asy. MEM Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, December 11, 2024 at 10:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of ETRACS Alerian Midstream Energy Index ETN AMEM
paramt-stat
ω0.17087.82
α0.10832.60
β0.636616.73
γ0.51013.48
Estimation Period:
Jun 25, 2020 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts