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ETRACS NYSE Pickens Core Midstream Index ETN Asy. MEM Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of ETRACS NYSE Pickens Core Midstream Index ETN AMEM
paramt-stat
ω0.57156.80
α0.00000.00
β0.799763.01
γ0.31447.79
Estimation Period:
Oct 22, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts