UBS (CH) Property Fund - Swiss Commercial Interswiss GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 13.50 | |
| 0.2314 | 19.08 | |
| 0.7558 | 102.74 | |
| -0.0720 | -4.17 |
Estimation Period:
Jan 3, 1990 to Nov 19, 2021
Jan 3, 1990 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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