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ETRACS MarketVector Business Development Companies Liquid Index ETN Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.52% (-3.42%)
Analysis last updated: Wednesday, February 11, 2026 at 11:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ETRACS MarketVector Business Development Companies Liquid Index ETN S0GARCH
paramt-stat
ω1.56522.35
α0.18304.01
β0.66279.15
γ11.19850.87
γ2-1.5889-0.77
γ30.06940.05
γ41.18411.14
γ5-1.6921-2.39
γ61.66242.62
γ7-1.9570-3.71
γ82.33104.44
γ9-1.7400-4.23
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts