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ETRACS Monthly Pay 1.5X Leveraged Mortgage REIT ETN APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.12% (-2.62%)
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 APARCH
paramt-stat
ω0.076912.55
α0.078519.98
β0.9027168.89
γ0.860917.67
δ0.712313.75
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts