ETRACS Alerian Midstream Energy Index ETN GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 6.98 | |
| 0.0253 | 4.95 | |
| 0.9117 | 178.06 | |
| 0.0918 | 6.21 |
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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