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UBS AG ETRACS Crude Oil Shares Covered Call ETN Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.27% (-0.88%)
Analysis last updated: Friday, February 6, 2026 at 11:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of UBS AG ETRACS Crude Oil Shares Covered Call ETN SGARCH
paramt-stat
ω1.13274.90
α0.20515.71
β0.734619.47
γ1-0.0060-0.34
Estimation Period:
Apr 26, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts