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V-Lab

ETRACS 2x Leveraged US Value Factor TR ETN EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.70% (+0.26%)
Analysis last updated: Tuesday, February 10, 2026 at 10:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ETRACS 2x Leveraged US Value Factor TR ETN EGARCH
paramt-stat
ω0.06374.11
α0.147512.74
β0.9468154.40
γ-0.1637-16.45
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts