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ETRACS Alerian Midstream Energy Total Return Index ETN Zero Slope Spline-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 S0GARCH
paramt-stat
ω2.10355.34
α0.10102.57
β0.66065.23
γ12.70604.05
γ2-4.0800-4.21
γ31.85003.32
γ4-0.3603-0.99
Estimation Period:
Oct 21, 2020 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts