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ETRACS Alerian Midstream Energy Total Return Index ETN Asy. Power MEM Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, December 11, 2024 at 10:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of ETRACS Alerian Midstream Energy Total Return Index ETN APMEM
paramt-stat
ω0.00481.08
α0.07711.61
β0.874829.96
γ-0.0764-0.51
δ3.00002.68
Estimation Period:
Oct 21, 2020 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts