Skip to main content
V-Lab

ETRACS MarketVector Business Development Companies Liquid Index ETN AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.88% (-5.99%)
Analysis last updated: Friday, February 6, 2026 at 11:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ETRACS MarketVector Business Development Companies Liquid Index ETN AGARCH
paramt-stat
ω0.114710.26
α0.176718.85
β0.678956.20
γ0.707610.56
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts