ETRACS NYSE Pickens Core Midstream Index ETN EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1266 | 7.85 | |
| 0.3232 | 10.32 | |
| 0.9194 | 131.49 | |
| -0.0907 | -3.00 |
Estimation Period:
Aug 21, 2018 to Apr 22, 2022
Aug 21, 2018 to Apr 22, 2022
News Impact Curve
Volatility Forecasts
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