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ETRACS NYSE Pickens Core Midstream Index ETN 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 MEM
paramt-stat
ω0.07243.47
α0.05886.38
β0.9382122.11
Estimation Period:
Oct 22, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts