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ETRACS NYSE Pickens Core Midstream Index ETN AGARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of ETRACS NYSE Pickens Core Midstream Index ETN AGARCH
paramt-stat
ω0.384411.77
α0.25868.64
β0.675328.91
γ0.14882.92
Estimation Period:
Aug 21, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts