Skip to main content
V-Lab

UBS (Ch) Property Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.91% (-0.94%)
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 SGARCH
paramt-stat
ω0.61526.08
α0.13203.17
β0.65666.57
γ10.28400.62
γ2-0.9977-1.23
γ31.31611.89
γ4-0.5075-0.94
γ5-0.3273-0.79
γ6-0.0894-0.24
γ71.21733.41
γ8-2.0802-5.69
γ92.04084.78
γ10-1.3937-2.35
Estimation Period:
Sep 5, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts