ETRACS 2x Leveraged US Size Factor TR ETN GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:43.20% (+3.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.3129 | 15.85 | |
| 0.0800 | 11.14 | |
| 0.9357 | 140.72 | |
| 9.5340 | 1.67 |
Estimation Period:
Feb 5, 2021 to Jan 23, 2026
Feb 5, 2021 to Jan 23, 2026
Other ETRACS 2x Leveraged US Size Factor TR ETN Analyses
Other GAS-GARCH Student T Analyses on ETNs