Credit Suisse S&P MLP Index ETN Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7370 | 1.39 | |
| 0.0701 | 2.21 | |
| 0.8605 | 12.84 | |
| -1.1745 | -0.31 | |
| 4.6382 | 0.86 | |
| -7.1826 | -2.26 | |
| 5.1627 | 1.99 | |
| -1.3792 | -0.75 | |
| -0.2458 | -0.22 |
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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