Skip to main content
V-Lab

ETRACS NYSE Pickens Core Midstream Index ETN GARCH 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 GARCH
paramt-stat
ω0.345711.11
α0.23847.39
β0.702427.80
Estimation Period:
Aug 21, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts