ETRACS 2x Leveraged US Dividend Factor TR ETN GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.89% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2153 | 8.48 | |
| 0.0182 | 3.61 | |
| 0.8429 | 81.51 | |
| 0.1492 | 5.89 |
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Feb 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ETRACS 2x Leveraged US Dividend Factor TR ETN Analyses
Other GJR-GARCH Analyses on ETNs