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ETRACS Alerian Midstream Energy Index ETN APARCH 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 APARCH
paramt-stat
ω0.034511.23
α0.06969.47
β0.9147166.95
γ0.47619.16
δ1.48569.92
Estimation Period:
Jun 25, 2020 to Dec 6, 2024
Impact of return on volatility tomorrow
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