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ETRACS 2x Leveraged US Size Factor TR ETN EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.21% (-1.55%)
Analysis last updated: Sunday, February 8, 2026 at 03:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of ETRACS 2x Leveraged US Size Factor TR ETN EGARCH
paramt-stat
ω0.09004.23
α0.082910.00
β0.9561155.99
γ-0.1052-11.74
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts