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ETRACS Alerian Midstream Energy Index ETN Zero Slope Spline-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 S0GARCH
paramt-stat
ω1.32867.24
α0.07912.37
β0.68554.79
γ1-0.8973-1.35
γ22.47202.41
γ3-3.5564-4.35
γ43.33674.00
γ5-1.5908-2.59
Estimation Period:
Jun 25, 2020 to Dec 6, 2024
Impact of return on volatility tomorrow
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