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	param	t-stat
$ω$	0.0928	14.65
$α$	0.0966	6.03
$β$	0.7044	46.20
$γ$	0.2630	5.98

V-Lab

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

Volatility Prediction for Tuesday, February 10th, 2026:12.60% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ETRACS Monthly Pay 1.5X Leveraged Closed-End Fund Index ETN Analyses