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V-Lab

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%)
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 SGARCH
paramt-stat
ω1.76024.08
α0.24312.76
β0.53804.38
γ12.26405.33
γ2-3.4727-5.59
γ31.83693.67
γ4-1.3850-1.79
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts