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ETRACS 2x Leveraged US Dividend Factor TR ETN Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.56% (-1.76%)
Analysis last updated: Tuesday, February 10, 2026 at 11:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ETRACS 2x Leveraged US Dividend Factor TR ETN S0GARCH
paramt-stat
ω0.99576.31
α0.13362.77
β0.63366.13
γ11.84023.05
γ2-3.5709-3.95
γ32.68524.31
γ4-1.0654-2.00
γ50.05070.14
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts