ETRACS 2x Leveraged US Value Factor TR ETN GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.85% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2129 | 9.71 | |
| 0.0000 | 0.00 | |
| 0.8259 | 98.22 | |
| 0.2314 | 9.98 |
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Feb 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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