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V-Lab

ETRACS 2x Leveraged MSCI US Quality Factor TR ETN EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.23% (-4.61%)
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 EGARCH
paramt-stat
ω0.05353.95
α0.115714.43
β0.9636224.35
γ-0.1944-28.93
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts