Skip to main content
V-Lab

ETRACS Alerian Midstream Energy Index ETN 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 SGARCH
paramt-stat
ω1.70968.11
α0.08612.57
β0.71596.25
γ10.82993.91
γ2-1.5136-4.14
γ31.61943.82
Estimation Period:
Jun 25, 2020 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts