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UBS Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.90% (-0.15%)
Analysis last updated: Saturday, February 14, 2026 at 10:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of UBS Group AG S0GARCH
paramt-stat
ω1.05824.82
α0.15433.35
β0.00000.00
γ14.19942.26
γ2-5.7170-2.06
γ30.89680.39
γ4-0.8872-0.36
γ54.77341.97
γ6-5.4306-2.15
γ75.59161.73
γ8-7.6431-1.75
γ95.81071.72
Estimation Period:
Dec 4, 2014 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts