UBS Group AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.80% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0673 | 4.78 | |
| 0.1857 | 3.95 | |
| 0.0000 | 0.00 | |
| 4.3157 | 1.89 | |
| -4.7368 | -1.37 | |
| -1.5913 | -0.55 | |
| 2.1200 | 0.75 | |
| -0.8694 | -0.34 | |
| 4.4316 | 1.93 | |
| -7.0790 | -2.79 | |
| 8.7052 | 2.10 | |
| -13.8915 | -2.21 | |
| 19.1899 | 2.69 |
Estimation Period:
Dec 4, 2014 to Feb 13, 2026
Dec 4, 2014 to Feb 13, 2026
News Impact Curve
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