Skip to main content
V-Lab

ETRACS IFED Invest With The Fed TR Index ETN GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.17% (-1.64%)
Analysis last updated: Saturday, February 7, 2026 at 12:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of ETRACS IFED Invest With The Fed TR Index ETN GJR-GARCH
paramt-stat
ω0.06207.97
α0.03903.41
β0.831772.62
γ0.20897.04
Estimation Period:
Sep 16, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts