ETRACS Quarterly Pay 1.5X Leveraged Alerian MLP Index ETN EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.25% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0380 | 4.20 | |
| 0.1548 | 13.80 | |
| 0.9757 | 299.66 | |
| -0.0812 | -6.79 |
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Jun 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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