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ETRACS Alerian MLP Infrastructure Index ETN Series B GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.92% (-0.08%)
Analysis last updated: Saturday, February 7, 2026 at 12:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of ETRACS Alerian MLP Infrastructure Index ETN Series B GJR-GARCH
paramt-stat
ω0.06005.52
α0.00000.00
β0.9503145.31
γ0.05056.83
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts