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V-Lab

ETRACS Quarterly Pay 1.5X Leveraged Alerian MLP Index ETN Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.08% (-0.59%)
Analysis last updated: Wednesday, February 11, 2026 at 03:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ETRACS Quarterly Pay 1.5X Leveraged Alerian MLP Index ETN S0GARCH
paramt-stat
ω2.20005.52
α0.15021.83
β0.63514.13
γ10.78582.63
γ2-1.3080-2.96
γ31.12884.05
γ4-0.8153-4.43
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts