ETRACS Alerian MLP Infrastructure Index ETN Series B Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.62% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9615 | 3.40 | |
| 0.0516 | 1.42 | |
| 0.7553 | 3.25 | |
| 1.6733 | 0.90 | |
| -0.9020 | -0.30 | |
| -2.2501 | -1.11 | |
| 3.5773 | 2.26 | |
| -4.1640 | -2.48 | |
| 3.3473 | 2.64 | |
| -2.4833 | -3.21 | |
| 2.0545 | 3.39 | |
| -0.4958 | -0.81 | |
| -2.0543 | -1.93 |
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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