ETRACS 2x Leveraged US Value Factor TR ETN GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.01% (+6.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3822 | 13.48 | |
| 0.1201 | 16.19 | |
| 0.9389 | 167.31 | |
| 8.5599 | 2.55 |
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Feb 5, 2021 to Feb 6, 2026
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