ETRACS Monthly Pay 1.5X Leveraged Mortgage REIT ETN GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.87% (-3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9641 | 8.93 | |
| 0.1213 | 12.12 | |
| 0.9333 | 121.93 | |
| 6.7317 | 2.67 |
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Jun 3, 2020 to Feb 6, 2026
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