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ETRACS Alerian Midstream Energy Total Return Index ETN 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 SGARCH
paramt-stat
ω1.69575.75
α0.09972.78
β0.67386.21
γ11.11093.61
γ2-2.0572-4.32
γ32.22884.27
Estimation Period:
Oct 21, 2020 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts