UBS (CH) Property Fund - Direct LivingPlus GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.39% (+1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8965 | 9.93 | |
| 0.1079 | 19.32 | |
| 0.9538 | 193.54 | |
| 5.6838 | 5.94 |
Estimation Period:
Dec 6, 2007 to Feb 13, 2026
Dec 6, 2007 to Feb 13, 2026
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