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UBS AG ETRACS Gold Shares Covered Call ETN GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.19% (-0.38%)
Analysis last updated: Friday, February 6, 2026 at 11:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of UBS AG ETRACS Gold Shares Covered Call ETN GJR-GARCH
paramt-stat
ω0.048715.87
α0.05657.06
β0.779980.97
γ0.15578.96
Estimation Period:
Jan 29, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts