UBS Group AG GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.19% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9508 | 4.93 | |
| 0.0779 | 5.66 | |
| 0.6045 | 10.32 |
Estimation Period:
Dec 4, 2014 to Feb 13, 2026
Dec 4, 2014 to Feb 13, 2026
News Impact Curve
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