The Covariance3By3SizeAndOrientation type exposes the following members.
Gets the UnitQuaternion describing the rotation from the axes of the Covariance Ellipsoid to a reference axes.
Gets the Cartesian with the sigma values of the transformed Covariance Matrix. These are equal to the square root of the standard deviation of the covariances, and are the semi-axes lengths of the covariance ellipsoid at one standard deviation of uncertainty.
To calculate an appropriate multiplicative factor to apply to this value to attain different desired levels of uncertainty use MultiDimensionalStandardDeviationFactor(Int32, Double) with a dimension of three.