ETRACS Alerian Midstream Energy High Dividend Index ETN AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 4.70 | |
| 0.0909 | 17.93 | |
| 0.8746 | 166.34 | |
| 0.5516 | 10.70 |
Estimation Period:
Jul 16, 2020 to Dec 6, 2024
Jul 16, 2020 to Dec 6, 2024
News Impact Curve
Volatility Forecasts
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