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V-Lab

ETRACS MarketVector Business Development Companies Liquid Index ETN EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.54% (-3.24%)
Analysis last updated: Friday, February 6, 2026 at 11:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of ETRACS MarketVector Business Development Companies Liquid Index ETN EGARCH
paramt-stat
ω0.083411.43
α0.24148.09
β0.814932.48
γ-0.0987-3.68
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts