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ETRACS 2x Leveraged US Value Factor TR ETN APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.29% (-1.08%)
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 APARCH
paramt-stat
ω0.148410.01
α0.08000.13
β0.848687.74
γ1.00000.09
δ1.466115.19
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts