UBS (CH) Property Fund - Direct LivingPlus EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.15% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0012 | -0.62 | |
| 0.1802 | 26.56 | |
| 0.9606 | 425.44 | |
| -0.0550 | -9.33 |
Estimation Period:
Dec 6, 2007 to Feb 6, 2026
Dec 6, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other UBS (CH) Property Fund - Direct LivingPlus Analyses
Other EGARCH Analyses on Closed-end Funds