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MicroSectors US Big Oil Index 3X Leveraged ETN Spline-GARCH 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 SGARCH
paramt-stat
ω1.05904.03
α0.08631.50
β0.864913.45
γ1-0.1036-2.22
Estimation Period:
Apr 22, 2019 to Jul 19, 2024
Impact of return on volatility tomorrow
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