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	param	t-stat
$ω$	1.8584	6.69
$α$	0.1515	3.14
$β$	0.6219	5.44
$γ_{1}$	1.6931	5.53
$γ_{2}$	-2.3790	-4.70
$γ_{3}$	0.7989	2.09
$γ_{4}$	-0.0472	-0.19

V-Lab

ETRACS Monthly Pay 1.5X Leveraged Mortgage REIT ETN Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:31.97% (-4.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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