UBS Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.66% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7713 | 4.23 | |
| 0.0392 | 2.74 | |
| 0.6763 | 12.79 | |
| 0.0543 | 1.60 |
Estimation Period:
Dec 4, 2014 to Feb 6, 2026
Dec 4, 2014 to Feb 6, 2026
News Impact Curve
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