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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9474 | 5.37 | |
| 0.1422 | 1.75 | |
| 0.6668 | 4.97 | |
| 2.3668 | 3.68 | |
| -5.0129 | -5.23 | |
| 4.3676 | 6.11 | |
| -2.2035 | -3.34 | |
| 0.5450 | 1.23 |
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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