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ETRACS Monthly Pay 2xLeveraged US Small Cap High Dividend ETN Series B Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.62% (-0.34%)
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 SGARCH
paramt-stat
ω1.11932.92
α0.16264.87
β0.732316.32
γ14.56274.37
γ2-7.8249-5.27
γ35.28175.90
γ4-2.4610-3.07
γ5-0.1943-0.25
γ61.27101.68
γ7-1.3158-1.05
Estimation Period:
Nov 9, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts