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UBS AG ETRACS Gold Shares Covered Call ETN Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.58% (-0.44%)
Analysis last updated: Monday, February 9, 2026 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of UBS AG ETRACS Gold Shares Covered Call ETN SGARCH
paramt-stat
ω1.56494.56
α0.13425.17
β0.711213.23
γ10.00990.17
γ20.07140.93
γ3-0.1841-3.68
γ40.22713.39
Estimation Period:
Jan 29, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts