ETRACS MarketVector Business Development Companies Liquid Index ETN GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.90% (-2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1750 | 8.99 | |
| 0.0641 | 4.31 | |
| 0.7141 | 37.57 | |
| 0.1747 | 5.71 |
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Oct 9, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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