UBS (Ch) Property Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.91% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6152 | 6.08 | |
| 0.1320 | 3.17 | |
| 0.6566 | 6.57 | |
| 0.2840 | 0.62 | |
| -0.9977 | -1.23 | |
| 1.3161 | 1.89 | |
| -0.5075 | -0.94 | |
| -0.3273 | -0.79 | |
| -0.0894 | -0.24 | |
| 1.2173 | 3.41 | |
| -2.0802 | -5.69 | |
| 2.0408 | 4.78 | |
| -1.3937 | -2.35 |
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
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