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	param	t-stat
$ω$	0.4550	12.38
$α$	0.0406	5.40
$β$	0.7955	67.42
$γ$	0.1543	8.99

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ETRACS Monthly Pay 1.5X Leveraged Mortgage REIT ETN GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:40.36% (-3.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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