ETRACS 2x Leveraged MSCI US ESG Focus TR ETN MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.00 | |
| 0.8969 | 149.98 | |
| 0.1511 | 24.76 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.01 | |
| 0.9991 | 1,532.41 |
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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