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MicroSectors US Big Oil Index 3X Leveraged ETN EGARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 24, 2024 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of MicroSectors US Big Oil Index 3X Leveraged ETN EGARCH
paramt-stat
ω0.04774.23
α0.154811.45
β0.9883472.66
γ-0.0682-5.31
Estimation Period:
Apr 22, 2019 to Jul 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts