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V-Lab

ETRACS 2x Leveraged US Value Factor TR ETN Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.22% (-1.45%)
Analysis last updated: Thursday, February 19, 2026 at 10:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ETRACS 2x Leveraged US Value Factor TR ETN AMEM
paramt-stat
ω0.41557.64
α0.13903.84
β0.782137.58
γ0.00260.04
Estimation Period:
Feb 11, 2021 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts