ETRACS 2x Leveraged US Growth Factor TR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:45.70% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.8536 | 125.27 | |
| 0.2099 | 26.51 | |
| 1.1487 | 0.24 | |
| 0.1231 | 0.22 | |
| 0.7243 | 0.60 |
Estimation Period:
Feb 5, 2021 to Feb 13, 2026
Feb 5, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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