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ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:18.47% (-0.50%)
Analysis last updated: Saturday, January 24, 2026 at 12:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN GARCH
paramt-stat
ω0.068011.43
α0.110116.76
β0.8641139.49
Estimation Period:
Feb 5, 2021 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts