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iPath S&P MLP ETN Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iPath S&P MLP ETN S0GARCH
paramt-stat
ω0.80021.74
α0.10543.27
β0.62406.73
γ10.33240.09
γ22.31050.46
γ3-5.0452-2.12
γ44.68182.57
γ5-6.6158-4.85
γ67.48214.95
γ7-2.9925-1.90
γ8-1.6362-1.06
γ92.22251.99
Estimation Period:
Jan 7, 2013 to May 10, 2019
Impact of return on volatility tomorrow
Volatility Forecasts