ETRACS Monthly Pay 1.5X Leveraged Closed-End Fund Index ETN GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.61% (+2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9725 | 5.77 | |
| 0.1216 | 36.74 | |
| 0.9860 | 433.20 | |
| 4.4359 | 14.89 |
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Jun 3, 2020 to Feb 6, 2026
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