UBS Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.90% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0582 | 4.82 | |
| 0.1543 | 3.35 | |
| 0.0000 | 0.00 | |
| 4.1994 | 2.26 | |
| -5.7170 | -2.06 | |
| 0.8968 | 0.39 | |
| -0.8872 | -0.36 | |
| 4.7734 | 1.97 | |
| -5.4306 | -2.15 | |
| 5.5916 | 1.73 | |
| -7.6431 | -1.75 | |
| 5.8107 | 1.72 |
Estimation Period:
Dec 4, 2014 to Feb 13, 2026
Dec 4, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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