UBS (CH) Property Fund - Swiss Commercial Interswiss Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6430 | 1.98 | |
| 0.2510 | 8.71 | |
| 0.5630 | 12.26 | |
| -0.0184 | -0.16 | |
| 0.0741 | 0.45 | |
| -0.1613 | -1.98 | |
| 0.1716 | 3.49 | |
| -0.0745 | -2.15 | |
| 0.0049 | 0.16 | |
| 0.0063 | 0.21 | |
| -0.0070 | -0.28 |
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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