ETRACS UBS Bloomberg Constant Maturity Commodity Indx CMCI Total Return ETN Se B GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.14% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.1628 | 178.94 | |
| 0.9990 | 34,448.28 | |
| 3.5727 | 152.55 |
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Oct 9, 2015 to Feb 6, 2026
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