Skip to main content
V-Lab

ETRACS 2x Leveraged MSCI US Quality Factor TR ETN GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.92% (+10.65%)
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 GARCH
paramt-stat
ω0.13139.76
α0.128117.94
β0.8470110.24
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts