ETRACS Monthly Pay 2xLeveraged US Small Cap High Dividend ETN Series B Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.87% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1126 | 2.91 | |
| 0.1616 | 4.81 | |
| 0.7331 | 16.32 | |
| 4.5358 | 4.34 | |
| -7.7882 | -5.24 | |
| 5.2809 | 5.90 | |
| -2.5106 | -3.14 | |
| -0.0537 | -0.07 | |
| 0.9402 | 1.52 | |
| -0.4525 | -1.04 |
Estimation Period:
Nov 9, 2018 to Feb 6, 2026
Nov 9, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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