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ETRACS Alerian Midstream Energy Index ETN AGARCH 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 AGARCH
paramt-stat
ω0.06138.38
α0.113019.36
β0.8360141.00
γ0.525012.69
Estimation Period:
Jun 25, 2020 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts