ETRACS Alerian MLP Infrastructure Index ETN Series B AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.05% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0368 | -2.35 | |
| 0.0252 | 11.32 | |
| 0.9477 | 277.68 | |
| 1.9886 | 9.51 |
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Oct 9, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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