ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:17.41% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.7960 | 34.52 | |
| 0.1983 | 13.35 | |
| 0.0559 | 1.27 | |
| 0.0769 | 1.28 | |
| 0.8982 | 11.75 |
Estimation Period:
Feb 5, 2021 to Jan 23, 2026
Feb 5, 2021 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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