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ETRACS 2x Leveraged US Value Factor TR ETN MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.84% (-0.88%)
Analysis last updated: Saturday, February 7, 2026 at 12:08 AM UTC
Date Range:

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to

6M ·

1Y ·

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graph of ETRACS 2x Leveraged US Value Factor TR ETN MF2-GARCH
paramt-stat
m31
α0.00000.00
β0.770150.02
γ0.235716.45
λ10.11281.24
λ20.06661.26
λ30.901911.75
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts