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ETRACS NYSE Pickens Core Midstream Index ETN EGARCH 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 ·

All

graph of ETRACS NYSE Pickens Core Midstream Index ETN EGARCH
paramt-stat
ω0.12667.85
α0.323210.32
β0.9194131.49
γ-0.0907-3.00
Estimation Period:
Aug 21, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts