ETRACS 2x Leveraged MSCI US Quality Factor TR ETN GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.73% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3705 | 10.35 | |
| 0.1035 | 15.32 | |
| 0.9726 | 342.45 | |
| 9.5846 | 2.95 |
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Feb 5, 2021 to Feb 6, 2026
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