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V-Lab

ETRACS Monthly Pay 1.5X Leveraged Closed-End Fund Index ETN Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.71% (+2.76%)
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 S0GARCH
paramt-stat
ω1.74803.88
α0.24462.69
β0.55824.77
γ12.15324.95
γ2-3.2153-5.23
γ31.40733.71
γ4-0.3678-1.30
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts