ETRACS UBS Bloomberg Constant Maturity Commodity Indx CMCI Total Return ETN Se B GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.72% (-7.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1963 | 11.38 | |
| 0.2316 | 19.55 | |
| 0.6566 | 47.13 |
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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