Credit Suisse S&P MLP Index ETN AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8020 | 5.62 | |
| 0.1440 | 16.99 | |
| 0.8498 | 105.42 | |
| -0.7635 | -1.83 |
Estimation Period:
Dec 4, 2014 to Nov 3, 2023
Dec 4, 2014 to Nov 3, 2023
News Impact Curve
Volatility Forecasts
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