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

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Credit Suisse S&P MLP Index ETN S0GARCH
paramt-stat
ω0.73701.39
α0.07012.21
β0.860512.84
γ1-1.1745-0.31
γ24.63820.86
γ3-7.1826-2.26
γ45.16271.99
γ5-1.3792-0.75
γ6-0.2458-0.22
Estimation Period:
Dec 4, 2014 to Nov 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts