UBS AG ETRACS Crude Oil Shares Covered Call ETN GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.15% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4989 | 5.24 | |
| 0.1386 | 32.19 | |
| 0.9713 | 172.10 | |
| 3.7353 | 18.24 |
Estimation Period:
Apr 26, 2017 to Feb 6, 2026
Apr 26, 2017 to Feb 6, 2026
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