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	param	t-stat
$ω$	0.2373	7.65
$α$	0.0000	0.00
$β$	0.8527	130.67
$γ$	0.2210	12.02

V-Lab

ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:59.67% (-4.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN Analyses