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	param	t-stat
$ω$	0.0452	6.49
$α$	0.2430	19.33
$β$	0.6691	58.14
$γ$	0.5942	19.88

V-Lab

ETRACS Monthly Pay 1.5X Leveraged Closed-End Fund Index ETN AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:13.77% (-1.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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