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ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.14% (+3.50%)
Analysis last updated: Monday, February 9, 2026 at 10:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN S0GARCH
paramt-stat
ω0.76253.40
α0.26256.70
β0.618915.12
γ11.77512.68
γ2-2.7453-2.81
γ32.05153.27
γ4-2.1270-4.28
γ51.26732.65
γ6-0.1318-0.37
Estimation Period:
Sep 26, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts