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ETRACS Alerian Midstream Energy High Dividend 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 High Dividend Index ETN SGARCH
paramt-stat
ω1.79987.57
α0.08202.61
β0.75167.55
γ10.81603.76
γ2-1.4635-3.92
γ31.56883.68
Estimation Period:
Jul 16, 2020 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts