UBS (Ch) Property Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.54% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6458 | 6.42 | |
| 0.1326 | 3.17 | |
| 0.6551 | 6.53 | |
| 0.3829 | 0.84 | |
| -1.1213 | -1.40 | |
| 1.3450 | 1.94 | |
| -0.5090 | -0.94 | |
| -0.3383 | -0.82 | |
| -0.0649 | -0.18 | |
| 1.1720 | 3.32 | |
| -1.9949 | -5.75 | |
| 1.8579 | 5.37 | |
| -0.9178 | -3.98 |
Estimation Period:
Sep 5, 2013 to Feb 6, 2026
Sep 5, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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