ETRACS Alerian Midstream Energy Total Return Index ETN MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0066 | 1.67 | |
| 0.7907 | 91.39 | |
| 0.1471 | 19.32 | |
| 0.1406 | 3.11 | |
| 0.6735 | 9.18 | |
| 0.2267 | 2.59 |
Estimation Period:
Oct 21, 2020 to Dec 6, 2024
Oct 21, 2020 to Dec 6, 2024
News Impact Curve
Volatility Forecasts
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