ETRACS Alerian Midstream Energy Total Return Index ETN GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9938 | 7.72 | |
| 0.0613 | 23.25 | |
| 0.9986 | 3,698.44 | |
| 12.0694 | 1.54 |
Estimation Period:
Oct 21, 2020 to Dec 6, 2024
Oct 21, 2020 to Dec 6, 2024
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