UBS (CH) Property Fund - Direct LivingPlus GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:11.26% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 16.49 | |
| 0.0527 | 11.80 | |
| 0.8787 | 179.61 | |
| 0.0704 | 8.22 |
Estimation Period:
Dec 6, 2007 to Feb 27, 2026
Dec 6, 2007 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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