ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:18.36% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1068 | 5.53 | |
| 0.0771 | 11.02 | |
| 0.9768 | 244.02 | |
| 8.9309 | 1.47 |
Estimation Period:
Feb 5, 2021 to Jan 23, 2026
Feb 5, 2021 to Jan 23, 2026
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