Skip to main content
V-Lab

ETRACS 2x Leveraged MSCI US ESG Focus TR ETN Asy. Power 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 APMEM
paramt-stat
ω0.65544.18
α0.45782.97
β0.54226.68
γ-0.4910-3.89
δ1.33073.22
Estimation Period:
Oct 11, 2021 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts