ETRACS Monthly Pay 1.5X Leveraged Mortgage REIT ETN EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.66% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0675 | 5.71 | |
| 0.1345 | 16.00 | |
| 0.9586 | 242.18 | |
| -0.1082 | -10.94 |
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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