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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1221 | 10.07 | |
| 0.3274 | 15.19 | |
| 0.8045 | 36.17 | |
| -0.0177 | -0.78 |
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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