ETRACS Quarterly Pay 1.5x Leveraged MarketVector BDC Liquid Index ETN GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.40% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.6986 | 4.95 | |
| 0.1640 | 29.80 | |
| 0.9961 | 1,177.39 | |
| 7.1873 | 6.56 |
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Jun 3, 2020 to Feb 6, 2026
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