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ETRACS Alerian Midstream Energy High Dividend Index ETN Asy. MEM 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 High Dividend Index ETN AMEM
paramt-stat
ω0.03203.78
α0.00721.04
β0.9720126.12
γ-0.0072-0.92
Estimation Period:
Jul 21, 2020 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts