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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%)
Analysis last updated: Saturday, February 7, 2026 at 12:36 AM UTC
Date Range:

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graph of ETRACS UBS Bloomberg Constant Maturity Commodity Indx CMCI Total Return ETN Se B S0GARCH
paramt-stat
ω0.89565.31
α0.22424.58
β0.646310.92
γ1-0.0029-1.03
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts