ETRACS Alerian MLP Index ETN Series B GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.57% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0499 | 5.23 | |
| 0.0000 | 0.00 | |
| 0.9434 | 211.57 | |
| 0.0652 | 8.01 |
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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