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V-Lab

Credit Suisse S&P MLP Index ETN Asy. MEM Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 8, 2023 at 12:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Credit Suisse S&P MLP Index ETN AMEM
paramt-stat
ω2.19631.82
α0.01941.65
β0.967157.54
γ-0.0194-1.74
Estimation Period:
Dec 15, 2014 to Nov 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts