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ETRACS 2x Leveraged MSCI US Quality Factor TR ETN Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.58% (-2.28%)
Analysis last updated: Tuesday, February 10, 2026 at 11:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ETRACS 2x Leveraged MSCI US Quality Factor TR ETN S0GARCH
paramt-stat
ω0.98255.20
α0.12464.69
β0.847528.00
γ10.00030.02
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts