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ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:67.67% (+15.27%)
Analysis last updated: Monday, February 9, 2026 at 10:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN GARCH
paramt-stat
ω0.263911.75
α0.142218.97
β0.820989.78
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts