Skip to main content
V-Lab

ETRACS 2x Leveraged MSCI US ESG Focus TR ETN GARCH 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 GARCH
paramt-stat
ω0.05125.99
α0.076612.08
β0.9132134.57
Estimation Period:
Sep 15, 2021 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts