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V-Lab

ETRACS 2x Leveraged US Value Factor TR ETN AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.42% (-0.83%)
Analysis last updated: Saturday, February 7, 2026 at 12:07 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of ETRACS 2x Leveraged US Value Factor TR ETN AGARCH
paramt-stat
ω0.06073.57
α0.122019.97
β0.8146112.88
γ1.197718.89
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts