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ETRACS Alerian Midstream Energy Index ETN GJR-GARCH 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 GJR-GARCH
paramt-stat
ω0.03376.98
α0.02534.95
β0.9117178.06
γ0.09186.21
Estimation Period:
Jun 25, 2020 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts