UBS AG ETRACS Crude Oil Shares Covered Call ETN MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.32% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0417 | 4.95 | |
| 0.7699 | 134.67 | |
| 0.2716 | 19.79 | |
| 1.2794 | 0.72 | |
| 0.0000 | 0.00 | |
| 0.6547 | 1.47 |
Estimation Period:
Apr 26, 2017 to Feb 6, 2026
Apr 26, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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