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ETRACS 2X Leveraged IFED Invest With The FED TR Index ETN GJR-GARCH 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 ·

All

graph of ETRACS 2X Leveraged IFED Invest With The FED TR Index ETN GJR-GARCH
paramt-stat
ω0.17576.32
α0.00000.00
β0.8878138.27
γ0.16979.95
Estimation Period:
Sep 15, 2021 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts