UBS International Sustainable Equity Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.01% (+2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5874 | 3.09 | |
| 0.1134 | 6.81 | |
| 0.8542 | 50.54 | |
| 0.0192 | 0.32 | |
| -0.0834 | -0.89 | |
| 0.1492 | 2.53 | |
| -0.1902 | -4.87 | |
| 0.1692 | 4.54 | |
| -0.0518 | -1.25 | |
| -0.0886 | -1.16 |
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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