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{type} for {date}

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	param	t-stat
$ω$	0.8861	5.60
$α$	0.1804	3.40
$β$	0.6006	6.10
$γ_{1}$	1.7299	2.69
$γ_{2}$	-3.6903	-3.88
$γ_{3}$	3.0976	4.74
$γ_{4}$	-1.3240	-2.31
$γ_{5}$	0.1633	0.41

V-Lab

ETRACS 2x Leveraged US Value Factor TR ETN Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:28.31% (-4.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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