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ETRACS UBS Bloomberg Constant Maturity Commodity Indx CMCI Total Return ETN Se B Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.72% (-7.04%)
Analysis last updated: Saturday, February 7, 2026 at 12:36 AM 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 SGARCH
paramt-stat
ω0.88824.03
α0.22634.61
β0.649711.46
γ1-0.0061-0.43
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts