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ETRACS 2x Leveraged MSCI US ESG Focus TR ETN Spline-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 SGARCH
paramt-stat
ω0.95624.04
α0.08142.81
β0.855914.21
γ1-0.9747-2.45
γ21.91342.65
Estimation Period:
Sep 15, 2021 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts