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V-Lab

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%)
Analysis last updated: Friday, February 6, 2026 at 11:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ETRACS Monthly Pay 1.5X Leveraged Closed-End Fund Index ETN EGARCH
paramt-stat
ω0.01012.10
α0.308210.38
β0.9047116.85
γ-0.1574-9.39
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts