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V-Lab

ETRACS Alerian Midstream Energy Index ETN EGARCH 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 EGARCH
paramt-stat
ω0.01653.33
α0.12088.92
β0.9731351.05
γ-0.0745-10.45
Estimation Period:
Jun 25, 2020 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts