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V-Lab

UBS Group AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.80% (-0.12%)
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 SGARCH
paramt-stat
ω1.06734.78
α0.18573.95
β0.00000.00
γ14.31571.89
γ2-4.7368-1.37
γ3-1.5913-0.55
γ42.12000.75
γ5-0.8694-0.34
γ64.43161.93
γ7-7.0790-2.79
γ88.70522.10
γ9-13.8915-2.21
γ1019.18992.69
Estimation Period:
Dec 4, 2014 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts