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Credit Suisse S&P MLP Index ETN Asy. Power 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 APMEM
paramt-stat
ω0.21392.30
α0.03414.74
β0.9659110.68
γ0.23860.98
δ1.03956.91
Estimation Period:
Dec 15, 2014 to Nov 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts