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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%)
Analysis last updated: Tuesday, February 10, 2026 at 11:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN SGARCH
paramt-stat
ω0.92385.71
α0.10632.10
β0.69785.42
γ12.25253.67
γ2-4.7484-5.21
γ33.91245.78
γ4-1.1534-1.36
γ5-2.2373-1.18
Estimation Period:
Feb 5, 2021 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts