UBS (Ch) Property Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.70% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9528 | 6.36 | |
| 0.0322 | 41.15 | |
| 0.9961 | 1,556.33 | |
| 3.5411 | 35.16 |
Estimation Period:
Sep 5, 2013 to Feb 6, 2026
Sep 5, 2013 to Feb 6, 2026
Other UBS (Ch) Property Fund Analyses
Other GAS-GARCH Student T Analyses on Closed-end Funds