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Credit Suisse S&P MLP Index ETN APARCH 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 APARCH
paramt-stat
ω0.26285.47
α0.07137.45
β0.9260157.51
γ-0.0133-0.24
δ2.031814.93
Estimation Period:
Dec 4, 2014 to Nov 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts