ETRACS 2x Leveraged US Growth Factor TR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.82% (+4.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8969 | 4.27 | |
| 0.1254 | 4.82 | |
| 0.8515 | 32.09 | |
| -0.0113 | -0.65 |
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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