iPath S&P MLP ETN AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2945 | 24.18 | |
| 0.2383 | 32.56 | |
| 0.6107 | 150.99 | |
| 0.4994 | 13.39 |
Estimation Period:
Jan 7, 2013 to May 10, 2019
Jan 7, 2013 to May 10, 2019
News Impact Curve
Volatility Forecasts
Other iPath S&P MLP ETN Analyses
Other AGARCH Analyses on ETNs