ETRACS Monthly Pay 1.5X Leveraged Closed-End Fund Index ETN GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.32% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0936 | 11.86 | |
| 0.2257 | 12.81 | |
| 0.7046 | 39.86 |
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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