ETRACS Alerian Midstream Energy Total Return Index ETN Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6957 | 5.75 | |
| 0.0997 | 2.78 | |
| 0.6738 | 6.21 | |
| 1.1109 | 3.61 | |
| -2.0572 | -4.32 | |
| 2.2288 | 4.27 |
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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