ETRACS Alerian MLP Index ETN Series B GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7,091,778.93% (-2,829,623.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9681 | 10.82 | |
| 0.2011 | 174.58 | |
| 0.9933 | 1,594.43 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Oct 9, 2015 to Feb 6, 2026
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