UBS International Sustainable Equity Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.70% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0211 | 8.55 | |
| 0.8693 | 214.06 | |
| 0.1626 | 31.98 | |
| 0.0033 | 9.01 | |
| 0.0060 | 6.22 | |
| 0.9917 | 790.19 |
Estimation Period:
Nov 21, 1994 to Feb 6, 2026
Nov 21, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other UBS International Sustainable Equity Fund Analyses
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