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MicroSectors FANG Index 2X Leveraged ETN GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.67% (-1.83%)
Analysis last updated: Friday, February 6, 2026 at 11:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of MicroSectors FANG Index 2X Leveraged ETN GJR-GARCH
paramt-stat
ω0.57334.94
α0.00720.81
β0.8954157.77
γ0.11263.83
Estimation Period:
Aug 2, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts