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ETRACS UBS Bloomberg Constant Maturity Commodity Indx CMCI Total Return ETN Se B GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.13% (-4.69%)
Analysis last updated: Monday, February 9, 2026 at 10:48 PM UTC
Date Range:

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to

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graph of ETRACS UBS Bloomberg Constant Maturity Commodity Indx CMCI Total Return ETN Se B GJR-GARCH
paramt-stat
ω0.197511.48
α0.22128.30
β0.654746.58
γ0.02430.58
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts