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ETRACS 2x Leveraged US Size Factor TR ETN Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.11% (-2.12%)
Analysis last updated: Sunday, February 8, 2026 at 04:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of ETRACS 2x Leveraged US Size Factor TR ETN S0GARCH
paramt-stat
ω1.059412.06
α0.10733.15
β0.768912.73
γ10.00720.93
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts