ETRACS Monthly Pay 1.5X Leveraged Closed-End Fund Index ETN MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.08% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0824 | 5.00 | |
| 0.5658 | 38.49 | |
| 0.3365 | 16.18 | |
| 0.2922 | 1.19 | |
| 0.7623 | 1.35 | |
| 0.0000 | 0.00 |
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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