ETRACS Alerian MLP Infrastructure Index ETN Series B GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.92% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0600 | 5.52 | |
| 0.0000 | 0.00 | |
| 0.9503 | 145.31 | |
| 0.0505 | 6.83 |
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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