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ETRACS Monthly Pay 1.5X Leveraged Mortgage REIT ETN AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.71% (-4.64%)
Analysis last updated: Saturday, February 7, 2026 at 12:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ETRACS Monthly Pay 1.5X Leveraged Mortgage REIT ETN AGARCH
paramt-stat
ω0.556015.10
α0.156121.92
β0.691695.96
γ1.305413.28
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts