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ETRACS MarketVector Business Development Companies Liquid Index ETN MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.95% (-6.85%)
Analysis last updated: Friday, February 6, 2026 at 11:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of ETRACS MarketVector Business Development Companies Liquid Index ETN MF2-GARCH
paramt-stat
m46
α0.10546.32
β0.529024.25
γ0.27358.88
λ10.54150.21
λ20.04200.16
λ30.56290.27
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts