UBS (Ch) Property Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.75% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0133 | 10.30 | |
| 0.0419 | 9.43 | |
| 0.9181 | 218.74 | |
| 0.0591 | 4.80 |
Estimation Period:
Sep 5, 2013 to Feb 6, 2026
Sep 5, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other UBS (Ch) Property Fund Analyses
Other GJR-GARCH Analyses on Closed-end Funds