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ETRACS 2x Leveraged MSCI US ESG Focus TR ETN MF2-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 MF2-GARCH
paramt-stat
m126
α0.00000.00
β0.8969149.98
γ0.151124.76
λ10.00000.00
λ20.00000.01
λ30.99911,532.41
Estimation Period:
Sep 15, 2021 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts