ETRACS 2x Leveraged MSCI US ESG Focus TR ETN APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0611 | 12.02 | |
| 0.0668 | 3.14 | |
| 0.9174 | 149.58 | |
| 1.0000 | 2.03 | |
| 1.1398 | 17.63 |
Estimation Period:
Sep 15, 2021 to Dec 6, 2024
Sep 15, 2021 to Dec 6, 2024
News Impact Curve
Volatility Forecasts
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