iPath S&P MLP ETN Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8002 | 1.74 | |
| 0.1054 | 3.27 | |
| 0.6240 | 6.73 | |
| 0.3324 | 0.09 | |
| 2.3105 | 0.46 | |
| -5.0452 | -2.12 | |
| 4.6818 | 2.57 | |
| -6.6158 | -4.85 | |
| 7.4821 | 4.95 | |
| -2.9925 | -1.90 | |
| -1.6362 | -1.06 | |
| 2.2225 | 1.99 |
Estimation Period:
Jan 7, 2013 to May 10, 2019
Jan 7, 2013 to May 10, 2019
News Impact Curve
Volatility Forecasts
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