UBS AG ETRACS Gold Shares Covered Call ETN MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.58% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0549 | 9.31 | |
| 0.7508 | 85.15 | |
| 0.1165 | 14.30 | |
| 0.0075 | 1.40 | |
| 0.0266 | 3.02 | |
| 0.9574 | 48.40 |
Estimation Period:
Jan 29, 2013 to Feb 6, 2026
Jan 29, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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