ETRACS 2x Leveraged US Size Factor TR ETN MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.12% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8291 | 53.60 | |
| 0.1176 | 13.64 | |
| 5.3947 | 0.31 | |
| 0.3333 | 0.39 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Feb 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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