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ETRACS 2X Leveraged IFED Invest With The FED TR Index ETN MF2-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, December 9, 2024 at 10:33 PM UTC
Date Range:

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to

6M ·

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graph of ETRACS 2X Leveraged IFED Invest With The FED TR Index ETN MF2-GARCH
paramt-stat
m81
α0.00000.00
β0.7951102.59
γ0.211823.05
λ10.68661.27
λ20.22521.35
λ30.60612.01
Estimation Period:
Sep 15, 2021 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts