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ETRACS 2x Leveraged US Value Factor TR ETN GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.85% (-0.63%)
Analysis last updated: Wednesday, February 11, 2026 at 11:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ETRACS 2x Leveraged US Value Factor TR ETN GJR-GARCH
paramt-stat
ω0.21299.71
α0.00000.00
β0.825998.22
γ0.23149.98
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts