UBS AG ETRACS Gold Shares Covered Call ETN Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.41% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5837 | 4.57 | |
| 0.1321 | 5.12 | |
| 0.7204 | 13.66 | |
| 0.0203 | 0.35 | |
| 0.0462 | 0.60 | |
| -0.1366 | -3.07 | |
| 0.1042 | 3.18 |
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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