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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5652 | 2.35 | |
| 0.1830 | 4.01 | |
| 0.6627 | 9.15 | |
| 1.1985 | 0.87 | |
| -1.5889 | -0.77 | |
| 0.0694 | 0.05 | |
| 1.1841 | 1.14 | |
| -1.6921 | -2.39 | |
| 1.6624 | 2.62 | |
| -1.9570 | -3.71 | |
| 2.3310 | 4.44 | |
| -1.7400 | -4.23 |
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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