ETRACS Alerian MLP Infrastructure Index ETN Series B EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.49% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 0.77 | |
| 0.0089 | 6.90 | |
| 0.9954 | 367.87 | |
| -0.0725 | -17.55 |
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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