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ETRACS Alerian MLP Index ETN Series B GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.57% (-0.10%)
Analysis last updated: Saturday, February 7, 2026 at 03:15 AM UTC
Date Range:

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to

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graph of ETRACS Alerian MLP Index ETN Series B GJR-GARCH
paramt-stat
ω0.04995.23
α0.00000.00
β0.9434211.57
γ0.06528.01
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts