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V-Lab

ETRACS Quarterly Pay 1.5x Leveraged MarketVector BDC Liquid Index ETN GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.25% (-7.12%)
Analysis last updated: Friday, February 6, 2026 at 11:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ETRACS Quarterly Pay 1.5x Leveraged MarketVector BDC Liquid Index ETN GJR-GARCH
paramt-stat
ω0.256320.62
α0.09867.69
β0.663662.80
γ0.32269.07
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts