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Credit Suisse S&P MLP Index ETN MF2-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 8, 2023 at 12:14 AM UTC
Date Range:

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6M ·

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graph of Credit Suisse S&P MLP Index ETN MF2-GARCH
paramt-stat
m126
α0.093212.01
β0.9135271.64
γ-0.0139-0.90
λ18.91978.59
λ20.00240.97
λ30.9960430.98
Estimation Period:
Dec 4, 2014 to Nov 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts