ETRACS Monthly Pay 1.5X Leveraged Closed-End Fund Index ETN EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.01% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0101 | 2.10 | |
| 0.3082 | 10.38 | |
| 0.9047 | 116.85 | |
| -0.1574 | -9.39 |
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Jun 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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