ETRACS Quarterly Pay 1.5x Leveraged MarketVector BDC Liquid Index ETN AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.66% (-8.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2460 | 20.94 | |
| 0.2705 | 25.46 | |
| 0.6156 | 74.06 | |
| 0.6595 | 20.62 |
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Jun 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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