ETRACS IFED Invest With The Fed TR Index ETN Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.85% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8456 | 4.98 | |
| 0.1744 | 2.09 | |
| 0.6731 | 6.80 | |
| -1.2723 | -3.74 | |
| 2.2336 | 4.20 | |
| -2.0811 | -3.35 |
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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