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ETRACS UBS Bloomberg Constant Maturity Commodity Indx CMCI Total Return ETN Se B Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.84% (-0.46%)
Analysis last updated: Saturday, February 21, 2026 at 12:01 AM UTC
Date Range:

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to

6M ·

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2Y ·

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graph of ETRACS UBS Bloomberg Constant Maturity Commodity Indx CMCI Total Return ETN Se B AMEM
paramt-stat
ω0.01607.10
α0.04045.43
β0.9338176.99
γ0.05172.02
Estimation Period:
Oct 27, 2015 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts