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ETRACS 2x Leveraged MSCI US ESG Focus TR ETN Asy. MEM Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, December 11, 2024 at 10:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of ETRACS 2x Leveraged MSCI US ESG Focus TR ETN AMEM
paramt-stat
ω0.81225.21
α0.76811.70
β0.51396.72
γ-0.5642-1.27
Estimation Period:
Oct 11, 2021 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts