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V-Lab

ETRACS Alerian MLP Index ETN Series B GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.38% (-0.19%)
Analysis last updated: Saturday, February 7, 2026 at 03:14 AM UTC
Date Range:

from

to

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graph of ETRACS Alerian MLP Index ETN Series B GARCH
paramt-stat
ω0.06365.47
α0.03908.82
β0.9322119.15
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts