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ETRACS MarketVector Business Development Companies Liquid Index ETN GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.90% (-2.84%)
Analysis last updated: Wednesday, February 11, 2026 at 11:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of ETRACS MarketVector Business Development Companies Liquid Index ETN GJR-GARCH
paramt-stat
ω0.17508.99
α0.06414.31
β0.714137.57
γ0.17475.71
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts