ETRACS IFED Invest With The Fed TR Index ETN GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.17% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0620 | 7.97 | |
| 0.0390 | 3.41 | |
| 0.8317 | 72.62 | |
| 0.2089 | 7.04 |
Estimation Period:
Sep 16, 2021 to Feb 6, 2026
Sep 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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