ETRACS Alerian Midstream Energy Index ETN Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7096 | 8.11 | |
| 0.0861 | 2.57 | |
| 0.7159 | 6.25 | |
| 0.8299 | 3.91 | |
| -1.5136 | -4.14 | |
| 1.6194 | 3.82 |
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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