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ETRACS 2x Leveraged US Dividend Factor TR ETN GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.89% (-0.55%)
Analysis last updated: Saturday, February 7, 2026 at 12:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of ETRACS 2x Leveraged US Dividend Factor TR ETN GJR-GARCH
paramt-stat
ω0.21538.48
α0.01823.61
β0.842981.51
γ0.14925.89
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts