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ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.20% (+0.10%)
Analysis last updated: Tuesday, February 10, 2026 at 11:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN APARCH
paramt-stat
ω0.044914.98
α0.070813.92
β0.9169220.57
γ1.000017.68
δ0.977015.39
Estimation Period:
Feb 5, 2021 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts