UBS (CH) Property Fund - Swiss Commercial Interswiss MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.2206 | 26.28 | |
| 0.7432 | 64.24 | |
| -0.0605 | -5.97 | |
| 0.6716 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0410 | 0.00 |
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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