ETRACS UBS Bloomberg Constant Maturity Commodity Indx CMCI Total Return ETN Se B APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.57% (-3.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1924 | 11.09 | |
| 0.2307 | 18.63 | |
| 0.6728 | 37.01 | |
| 0.0321 | 1.07 | |
| 1.7959 | 16.21 |
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Oct 9, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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