Do you believe in UFOs?
As in, are there apparent objects in the sky no one consulted could, or at least was willing to, identify? Obviously.
As in, are there any UFOs that are not caused by known phenomena? Probably, but they would be very rare and still natural, and they are definitively vastly outnumbered by actually-well-known (to astronomers and/or skeptics, at least) phenomena that the observer was ignorant of (with two of the most commonly reported ufo sightings being VENUS AND JUPITER, and the fact that astronomers, includimg amateur astronomers, almost never claim UFOs despite being the people gazing into the stars the most…) and weak anecdotes and photos that simply provide insufficient data to make an identification.
As in, UFOs being technology more exotic/sinister than “mere” classified government spy planes and satelites? Extremely unlikely.
As in, said exotic sinister technology being extraterrestial? No. While I do believe (in the normal sense of the word, not in the sense of faith!) that intelligent life exists, has existed and/or will exist elsewhere in this unfathomably expansive cosmos, the void between the stars are vast beyond imagination, even compared to the itself extremely high maximum speed that meaningful content can travel with, and judging by our own planet’s natural history, both the evolution of complex life and the evolution of dedicated technological species seems to be very rare events. Extraterrestials are, quite literally, as far-fetched an explanation as you can get.
Are UFOs supernatural*? Ha, no. This is the one explanation that is even less plausible than extraterrestials.
* Well, as a metaphysical naturalist, I reject the concept of the Supernatural on the definition level, but I think it is clear what I mean.