MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETNs Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6260 | 1.95 | |
| 0.0288 | 1.66 | |
| 0.8665 | 7.51 | |
| -1.7374 | -0.44 | |
| -0.0874 | -0.02 | |
| 2.6544 | 0.97 | |
| 1.5371 | 0.64 | |
| -6.7194 | -2.03 | |
| 6.9688 | 2.49 | |
| -3.7776 | -2.04 |
Estimation Period:
Apr 22, 2019 to Jul 19, 2024
Apr 22, 2019 to Jul 19, 2024
News Impact Curve
Volatility Forecasts
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