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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%)
Analysis last updated: Tuesday, February 10, 2026 at 11:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of ETRACS UBS Bloomberg Constant Maturity Commodity Indx CMCI Total Return ETN Se B APARCH
paramt-stat
ω0.192411.09
α0.230718.63
β0.672837.01
γ0.03211.07
δ1.795916.21
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts