ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.41% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 17.89 | |
| 0.1338 | 11.37 | |
| 0.7884 | 130.57 | |
| 0.1556 | 7.89 |
Estimation Period:
Sep 26, 2018 to Feb 6, 2026
Sep 26, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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