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UBS AG ETRACS Crude Oil Shares Covered Call ETN EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.11% (-1.53%)
Analysis last updated: Friday, February 6, 2026 at 11:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of UBS AG ETRACS Crude Oil Shares Covered Call ETN EGARCH
paramt-stat
ω0.120213.81
α0.315710.78
β0.9006177.91
γ-0.1723-7.60
Estimation Period:
Apr 26, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts