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ETRACS Alerian Midstream Energy High Dividend Index ETN MF2-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 High Dividend Index ETN MF2-GARCH
paramt-stat
m76
α0.00000.00
β0.754155.96
γ0.171619.00
λ10.15770.32
λ20.51720.57
λ30.34960.27
Estimation Period:
Jul 16, 2020 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts