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V-Lab

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%)
Analysis last updated: Thursday, February 12, 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 SGARCH
paramt-stat
ω2.24086.08
α0.13791.80
β0.58053.18
γ10.91913.29
γ2-1.5947-3.81
γ31.59385.17
γ4-1.9548-4.13
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts