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MicroSectors US Big Oil Index 3X Leveraged ETN MF2-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 24, 2024 at 10:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of MicroSectors US Big Oil Index 3X Leveraged ETN MF2-GARCH
paramt-stat
m36
α0.02103.33
β0.886168.72
γ0.03754.99
λ10.00000.00
λ20.02791.53
λ30.969950.25
Estimation Period:
Apr 22, 2019 to Jul 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts