Skip to main content
V-Lab

ETRACS Alerian MLP Infrastructure Index ETN Series B Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.16% (-0.46%)
Analysis last updated: Saturday, February 7, 2026 at 12:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ETRACS Alerian MLP Infrastructure Index ETN Series B S0GARCH
paramt-stat
ω2.97253.39
α0.06301.32
β0.74113.37
γ11.63450.87
γ2-0.8711-0.29
γ3-2.2143-1.08
γ43.48202.15
γ5-4.0177-2.34
γ63.24442.48
γ7-2.5217-3.16
γ82.34363.78
γ9-1.3429-2.54
γ100.27870.86
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts