ETRACS Monthly Pay 1.5X Leveraged Mortgage REIT ETN AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.71% (-4.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5560 | 15.10 | |
| 0.1561 | 21.92 | |
| 0.6916 | 95.96 | |
| 1.3054 | 13.28 |
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Jun 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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