ETRACS 2x Leveraged US Size Factor TR ETN Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.32% (-5.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9982 | 10.81 | |
| 0.1103 | 3.10 | |
| 0.7533 | 11.72 | |
| -0.0216 | -0.81 |
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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