Skip to main content
V-Lab

ETRACS Alerian MLP Infrastructure Index ETN Series B Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.62% (-0.49%)
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 SGARCH
paramt-stat
ω2.96153.40
α0.05161.42
β0.75533.25
γ11.67330.90
γ2-0.9020-0.30
γ3-2.2501-1.11
γ43.57732.26
γ5-4.1640-2.48
γ63.34732.64
γ7-2.4833-3.21
γ82.05453.39
γ9-0.4958-0.81
γ10-2.0543-1.93
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts