Skip to main content
V-Lab

ETRACS MarketVector Business Development Companies Liquid Index ETN Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.56% (-0.28%)
Analysis last updated: Tuesday, February 10, 2026 at 10:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ETRACS MarketVector Business Development Companies Liquid Index ETN SGARCH
paramt-stat
ω1.57222.36
α0.18393.93
β0.66169.05
γ11.21040.87
γ2-1.6052-0.77
γ30.07460.05
γ41.18261.13
γ5-1.6859-2.38
γ61.63682.57
γ7-1.8811-3.40
γ82.13263.22
γ9-1.1876-1.07
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts