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ETRACS UBS Bloomberg Constant Maturity Commodity Indx CMCI Total Return ETN Se B MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.47% (-4.71%)
Analysis last updated: Monday, February 9, 2026 at 10:49 PM UTC
Date Range:

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to

6M ·

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graph of ETRACS UBS Bloomberg Constant Maturity Commodity Indx CMCI Total Return ETN Se B MF2-GARCH
paramt-stat
m31
α0.240312.64
β0.637820.70
γ0.02700.98
λ10.99980.54
λ20.00000.00
λ30.49070.42
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts