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ETRACS 2x Leveraged US Dividend Factor TR ETN Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.83% (-3.96%)
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 SGARCH
paramt-stat
ω0.98766.33
α0.13622.91
β0.61985.87
γ11.78372.98
γ2-3.4411-3.83
γ32.45533.94
γ4-0.5570-0.86
γ5-1.2607-0.99
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts