ETRACS MarketVector Business Development Companies Liquid Index ETN Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.56% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5722 | 2.36 | |
| 0.1839 | 3.93 | |
| 0.6616 | 9.05 | |
| 1.2104 | 0.87 | |
| -1.6052 | -0.77 | |
| 0.0746 | 0.05 | |
| 1.1826 | 1.13 | |
| -1.6859 | -2.38 | |
| 1.6368 | 2.57 | |
| -1.8811 | -3.40 | |
| 2.1326 | 3.22 | |
| -1.1876 | -1.07 |
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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