ETRACS Monthly Pay 1.5X Leveraged Closed-End Fund Index ETN Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.69% (+3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7602 | 4.08 | |
| 0.2431 | 2.76 | |
| 0.5380 | 4.38 | |
| 2.2640 | 5.33 | |
| -3.4727 | -5.59 | |
| 1.8369 | 3.67 | |
| -1.3850 | -1.79 |
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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