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ETRACS 2x Leveraged MSCI US Quality Factor TR ETN GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.95% (-2.12%)
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 GJR-GARCH
paramt-stat
ω0.12929.47
α0.00000.00
β0.8606140.61
γ0.241415.18
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts