Skip to main content
V-Lab

ETRACS Alerian Midstream Energy Total Return Index ETN MF2-GARCH 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 MF2-GARCH
paramt-stat
m76
α0.00661.67
β0.790791.39
γ0.147119.32
λ10.14063.11
λ20.67359.18
λ30.22672.59
Estimation Period:
Oct 21, 2020 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts