ETRACS Monthly Pay 2xLeveraged US Small Cap High Dividend ETN Series B GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.58% (-2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.1976 | 10.78 | |
| 0.1349 | 20.43 | |
| 0.9715 | 330.54 | |
| 9.8565 | 3.60 |
Estimation Period:
Nov 9, 2018 to Feb 6, 2026
Nov 9, 2018 to Feb 6, 2026
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