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ETRACS Monthly Pay 1.5X Leveraged Mortgage REIT ETN EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.66% (-1.66%)
Analysis last updated: Wednesday, February 11, 2026 at 11:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ETRACS Monthly Pay 1.5X Leveraged Mortgage REIT ETN EGARCH
paramt-stat
ω0.06755.71
α0.134516.00
β0.9586242.18
γ-0.1082-10.94
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts