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V-Lab

iPath S&P MLP ETN 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 SGARCH
paramt-stat
ω0.89163.35
α0.12744.35
β0.676411.67
γ11.58292.65
γ2-1.9364-2.23
γ3-0.4351-0.75
γ41.92163.55
γ5-2.7643-3.68
Estimation Period:
Jan 7, 2013 to May 10, 2019
Impact of return on volatility tomorrow
Volatility Forecasts