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V-Lab

ETRACS 2x Leveraged MSCI US Quality Factor TR ETN APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.74% (-2.70%)
Analysis last updated: Saturday, February 7, 2026 at 12:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of ETRACS 2x Leveraged MSCI US Quality Factor TR ETN APARCH
paramt-stat
ω0.077614.21
α0.099312.50
β0.8870140.28
γ1.00009.62
δ1.046421.92
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts