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ETRACS Alerian Midstream Energy High Dividend Index ETN EGARCH 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 EGARCH
paramt-stat
ω0.01383.41
α0.146815.85
β0.9756402.13
γ-0.0695-9.57
Estimation Period:
Jul 16, 2020 to Dec 6, 2024
Impact of return on volatility tomorrow
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