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V-Lab

ETRACS Quarterly Pay 1.5x Leveraged MarketVector BDC Liquid Index ETN Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.46% (-3.61%)
Analysis last updated: Monday, February 9, 2026 at 10:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ETRACS Quarterly Pay 1.5x Leveraged MarketVector BDC Liquid Index ETN SGARCH
paramt-stat
ω1.92286.25
α0.27694.07
β0.50716.75
γ11.77115.18
γ2-2.8464-5.12
γ31.82744.28
γ4-0.9515-1.83
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts