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ETRACS 2x Leveraged MSCI US Quality Factor TR ETN Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.20% (+10.61%)
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 SGARCH
paramt-stat
ω0.94784.84
α0.12504.61
β0.846027.23
γ1-0.0201-0.36
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts