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ETRACS 2x Leveraged US Size Factor TR ETN AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.13% (-3.99%)
Analysis last updated: Tuesday, February 10, 2026 at 10:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ETRACS 2x Leveraged US Size Factor TR ETN AGARCH
paramt-stat
ω0.723516.14
α0.101319.19
β0.7854125.26
γ1.398012.05
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts