ETRACS NYSE Pickens Core Midstream Index ETN GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2752 | 10.19 | |
| 0.1274 | 7.83 | |
| 0.7568 | 44.41 | |
| 0.1328 | 1.91 |
Estimation Period:
Aug 21, 2018 to Apr 22, 2022
Aug 21, 2018 to Apr 22, 2022
News Impact Curve
Volatility Forecasts
Other ETRACS NYSE Pickens Core Midstream Index ETN Analyses
Other GJR-GARCH Analyses on ETNs