ETRACS Quarterly Pay 1.5X Leveraged Alerian MLP Index ETN Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.67% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2408 | 6.08 | |
| 0.1379 | 1.80 | |
| 0.5805 | 3.18 | |
| 0.9191 | 3.29 | |
| -1.5947 | -3.81 | |
| 1.5938 | 5.17 | |
| -1.9548 | -4.13 |
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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