ETRACS 2x Leveraged MSCI US ESG Focus TR ETN GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0818 | 6.69 | |
| 0.0000 | 0.00 | |
| 0.9073 | 159.56 | |
| 0.1548 | 13.14 |
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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