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ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:18.90% (-0.90%)
Analysis last updated: Saturday, January 24, 2026 at 12:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN S0GARCH
paramt-stat
ω0.94745.37
α0.14221.75
β0.66684.97
γ12.36683.68
γ2-5.0129-5.23
γ34.36766.11
γ4-2.2035-3.34
γ50.54501.23
Estimation Period:
Feb 5, 2021 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts