ETRACS Alerian Midstream Energy Index ETN EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 3.33 | |
| 0.1208 | 8.92 | |
| 0.9731 | 351.05 | |
| -0.0745 | -10.45 |
Estimation Period:
Jun 25, 2020 to Dec 6, 2024
Jun 25, 2020 to Dec 6, 2024
News Impact Curve
Volatility Forecasts
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