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UBS AG ETRACS Gold Shares Covered Call ETN AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.76% (-0.81%)
Analysis last updated: Friday, February 6, 2026 at 11:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of UBS AG ETRACS Gold Shares Covered Call ETN AGARCH
paramt-stat
ω0.02717.99
α0.136422.06
β0.773097.74
γ0.455015.53
Estimation Period:
Jan 29, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts