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ETRACS Alerian Midstream Energy Index ETN Asy. Power 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 APMEM
paramt-stat
ω0.20559.49
α0.37092.85
β0.62919.83
γ0.47523.26
δ1.64454.98
Estimation Period:
Jun 25, 2020 to Dec 6, 2024
Impact of return on volatility tomorrow
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