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UBS AG ETRACS Crude Oil Shares Covered Call ETN GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.55% (-1.14%)
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 GJR-GARCH
paramt-stat
ω0.237721.43
α0.07324.26
β0.736479.37
γ0.25118.95
Estimation Period:
Apr 26, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts