ETRACS 2x Leveraged US Dividend Factor TR ETN EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.12% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0737 | 6.66 | |
| 0.1885 | 13.23 | |
| 0.9377 | 151.43 | |
| -0.1136 | -10.20 |
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Feb 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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