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ETRACS Alerian Midstream Energy Index ETN MF2-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 ·

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graph of ETRACS Alerian Midstream Energy Index ETN MF2-GARCH
paramt-stat
m76
α0.00000.00
β0.752069.46
γ0.168325.55
λ10.23540.15
λ20.82660.15
λ30.00000.00
Estimation Period:
Jun 25, 2020 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts