UBS (CH) Property Fund - Direct LivingPlus GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.84% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0291 | 16.43 | |
| 0.0527 | 11.80 | |
| 0.8790 | 180.06 | |
| 0.0704 | 8.21 |
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 GJR-GARCH Analyses on Closed-end Funds