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V-Lab

ETRACS Quarterly Pay 1.5x Leveraged MarketVector BDC Liquid Index ETN Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.22% (-5.44%)
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 S0GARCH
paramt-stat
ω1.92546.33
α0.27644.12
β0.50766.79
γ11.78055.30
γ2-2.8685-5.35
γ31.86835.13
γ4-1.0588-4.67
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts