ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.48% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9238 | 5.71 | |
| 0.1063 | 2.10 | |
| 0.6978 | 5.42 | |
| 2.2525 | 3.67 | |
| -4.7484 | -5.21 | |
| 3.9124 | 5.78 | |
| -1.1534 | -1.36 | |
| -2.2373 | -1.18 |
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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