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V-Lab

iPath S&P MLP ETN GJR-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath S&P MLP ETN GJR-GARCH
paramt-stat
ω0.077711.99
α0.03465.93
β0.8643190.54
γ0.11989.42
Estimation Period:
Jan 7, 2013 to May 10, 2019
Impact of return on volatility tomorrow
Volatility Forecasts