Credit Suisse S&P MLP Index ETN MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0932 | 12.01 | |
| 0.9135 | 271.64 | |
| -0.0139 | -0.90 | |
| 8.9197 | 8.59 | |
| 0.0024 | 0.97 | |
| 0.9960 | 430.98 |
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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