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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%)
Analysis last updated: Monday, February 9, 2026 at 10:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of ETRACS Monthly Pay 2xLeveraged US Small Cap High Dividend ETN Series B S0GARCH
paramt-stat
ω1.11262.91
α0.16164.81
β0.733116.32
γ14.53584.34
γ2-7.7882-5.24
γ35.28095.90
γ4-2.5106-3.14
γ5-0.0537-0.07
γ60.94021.52
γ7-0.4525-1.04
Estimation Period:
Nov 9, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts