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ETRACS NYSE Pickens Core Midstream Index ETN Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 27, 2023 at 10:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of ETRACS NYSE Pickens Core Midstream Index ETN S0GARCH
paramt-stat
ω1.00572.67
α0.23431.86
β0.70316.74
γ10.03030.74
Estimation Period:
Aug 21, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
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