Credit Suisse S&P MLP Index ETN APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2628 | 5.47 | |
| 0.0713 | 7.45 | |
| 0.9260 | 157.51 | |
| -0.0133 | -0.24 | |
| 2.0318 | 14.93 |
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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