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ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.61% (-3.69%)
Analysis last updated: Saturday, February 7, 2026 at 12:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN MF2-GARCH
paramt-stat
m36
α0.00000.00
β0.8627163.67
γ0.189625.71
λ13.26862.15
λ20.44363.36
λ30.00000.00
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts