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ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.15% (-5.10%)
Analysis last updated: Saturday, February 7, 2026 at 12:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN EGARCH
paramt-stat
ω0.07733.28
α0.156316.99
β0.9558138.68
γ-0.1740-19.03
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts