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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7480 | 3.88 | |
| 0.2446 | 2.69 | |
| 0.5582 | 4.77 | |
| 2.1532 | 4.95 | |
| -3.2153 | -5.23 | |
| 1.4073 | 3.71 | |
| -0.3678 | -1.30 |
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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