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ETRACS Monthly Pay 2xLeveraged US Small Cap High Dividend ETN Series B GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.02% (-1.63%)
Analysis last updated: Saturday, February 7, 2026 at 12:29 AM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of ETRACS Monthly Pay 2xLeveraged US Small Cap High Dividend ETN Series B GJR-GARCH
paramt-stat
ω0.19147.82
α0.03869.11
β0.8710200.41
γ0.158510.30
Estimation Period:
Nov 9, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts