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	param	t-stat
$ω$	1.1075	4.93
$α$	0.1425	5.31
$β$	0.8192	25.32
$γ_{1}$	0.0093	0.55

V-Lab

ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:52.08% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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