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UBS (Ch) Property Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.54% (-0.86%)
Analysis last updated: Sunday, February 8, 2026 at 04:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of UBS (Ch) Property Fund S0GARCH
paramt-stat
ω0.64586.42
α0.13263.17
β0.65516.53
γ10.38290.84
γ2-1.1213-1.40
γ31.34501.94
γ4-0.5090-0.94
γ5-0.3383-0.82
γ6-0.0649-0.18
γ71.17203.32
γ8-1.9949-5.75
γ91.85795.37
γ10-0.9178-3.98
Estimation Period:
Sep 5, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts