Skip to main content
V-Lab

ETRACS 2x Leveraged MSCI US ESG Focus TR ETN APARCH 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 APARCH
paramt-stat
ω0.061112.02
α0.06683.14
β0.9174149.58
γ1.00002.03
δ1.139817.63
Estimation Period:
Sep 15, 2021 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts