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ETRACS NYSE Pickens Core Midstream Index ETN GJR-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 GJR-GARCH
paramt-stat
ω0.275210.19
α0.12747.83
β0.756844.41
γ0.13281.91
Estimation Period:
Aug 21, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
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