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ETRACS 2x Leveraged US Size Factor TR ETN Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.32% (-5.62%)
Analysis last updated: Tuesday, February 10, 2026 at 10:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ETRACS 2x Leveraged US Size Factor TR ETN SGARCH
paramt-stat
ω0.998210.81
α0.11033.10
β0.753311.72
γ1-0.0216-0.81
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts