ETRACS NYSE Pickens Core Midstream Index ETN Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8104 | 3.15 | |
| 0.2473 | 1.83 | |
| 0.6591 | 5.47 | |
| -0.2571 | -1.38 |
Estimation Period:
Aug 21, 2018 to Apr 22, 2022
Aug 21, 2018 to Apr 22, 2022
News Impact Curve
Volatility Forecasts
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