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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9725 | 3.39 | |
| 0.0630 | 1.32 | |
| 0.7411 | 3.37 | |
| 1.6345 | 0.87 | |
| -0.8711 | -0.29 | |
| -2.2143 | -1.08 | |
| 3.4820 | 2.15 | |
| -4.0177 | -2.34 | |
| 3.2444 | 2.48 | |
| -2.5217 | -3.16 | |
| 2.3436 | 3.78 | |
| -1.3429 | -2.54 | |
| 0.2787 | 0.86 |
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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