UBS International Sustainable Equity Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.64% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 17.01 | |
| 0.0236 | 11.10 | |
| 0.8955 | 331.91 | |
| 0.1406 | 24.33 |
Estimation Period:
Nov 21, 1994 to Feb 6, 2026
Nov 21, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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