ETRACS 2x Leveraged US Growth Factor TR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.26% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8901 | 3.98 | |
| 0.1255 | 4.84 | |
| 0.8513 | 32.03 | |
| -0.0149 | -0.24 |
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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