ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.83% (+2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.9182 | 10.47 | |
| 0.1276 | 14.80 | |
| 0.9611 | 239.43 | |
| 9.5623 | 2.62 |
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Feb 5, 2021 to Feb 6, 2026
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