ETRACS Alerian MLP Index ETN Series B EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.69% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 2.15 | |
| 0.0215 | 6.35 | |
| 0.9870 | 321.17 | |
| -0.0781 | -12.69 |
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Oct 9, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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