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ETRACS 2x Leveraged US Value Factor TR ETN Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.68% (+8.93%)
Analysis last updated: Saturday, February 7, 2026 at 12:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of ETRACS 2x Leveraged US Value Factor TR ETN SGARCH
paramt-stat
ω0.68326.16
α0.18973.82
β0.67149.88
γ1-0.3470-3.14
γ20.60983.04
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts