Skip to main content
V-Lab

ETRACS UBS Bloomberg Constant Maturity Commodity Indx CMCI Total Return ETN Se B EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.65% (-0.76%)
Analysis last updated: Monday, February 9, 2026 at 10:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ETRACS UBS Bloomberg Constant Maturity Commodity Indx CMCI Total Return ETN Se B EGARCH
paramt-stat
ω0.122110.07
α0.327415.19
β0.804536.17
γ-0.0177-0.78
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts