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	param	t-stat
$ω$	0.1642	8.45
$α$	0.0749	0.05
$β$	0.8668	120.63
$γ$	1.0000	0.04
$δ$	1.5355	18.36

V-Lab

ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN APARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:55.49% (-4.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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