ETRACS UBS Bloomberg Constant Maturity Commodity Indx CMCI Total Return ETN Se B Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.54% (-6.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8956 | 5.31 | |
| 0.2242 | 4.58 | |
| 0.6463 | 10.92 | |
| -0.0029 | -1.03 |
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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