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Credit Suisse S&P MLP Index ETN AGARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 8, 2023 at 12:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Credit Suisse S&P MLP Index ETN AGARCH
paramt-stat
ω0.80205.62
α0.144016.99
β0.8498105.42
γ-0.7635-1.83
Estimation Period:
Dec 4, 2014 to Nov 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts