UBS AG ETRACS Crude Oil Shares Covered Call ETN GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.55% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2377 | 21.43 | |
| 0.0732 | 4.26 | |
| 0.7364 | 79.37 | |
| 0.2511 | 8.95 |
Estimation Period:
Apr 26, 2017 to Feb 6, 2026
Apr 26, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other UBS AG ETRACS Crude Oil Shares Covered Call ETN Analyses
Other GJR-GARCH Analyses on ETNs