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ETRACS 2X Leveraged IFED Invest With The FED TR Index ETN Asy. MEM Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, December 9, 2024 at 10:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of ETRACS 2X Leveraged IFED Invest With The FED TR Index ETN AMEM
paramt-stat
ω0.26956.58
α0.44831.47
β0.701420.27
γ-0.2995-0.98
Estimation Period:
Oct 4, 2021 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts