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UBS AG ETRACS Crude Oil Shares Covered Call ETN MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.32% (-1.07%)
Analysis last updated: Friday, February 6, 2026 at 11:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of UBS AG ETRACS Crude Oil Shares Covered Call ETN MF2-GARCH
paramt-stat
m121
α0.04174.95
β0.7699134.67
γ0.271619.79
λ11.27940.72
λ20.00000.00
λ30.65471.47
Estimation Period:
Apr 26, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts