ETRACS 2x Leveraged US Growth Factor TR ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.06% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1432 | -5.46 | |
| 0.1285 | 28.78 | |
| 0.8167 | 166.31 | |
| 2.1897 | 30.47 |
Estimation Period:
Feb 5, 2021 to Jan 23, 2026
Feb 5, 2021 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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