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ETRACS NYSE Pickens Core Midstream Index ETN 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 SGARCH
paramt-stat
ω0.81043.15
α0.24731.83
β0.65915.47
γ1-0.2571-1.38
Estimation Period:
Aug 21, 2018 to Apr 22, 2022
Impact of return on volatility tomorrow
Volatility Forecasts